+334.3%
EXPD vs AMP
+476.7%
-142.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | +0.6% | +4.4% | -3.8% | -1.1% |
| 3M | +9.8% | -7.3% | +17.1% | +12.6% |
| 6M | +25.8% | +12.9% | +12.9% | +19.7% |
| YTD | +31.3% | +7.5% | +23.8% | +26.8% |
| 1Y | +40.9% | +13.3% | +27.6% | +33.4% |
| 3Y | +74.7% | +60.8% | +13.9% | +42.9% |
| 5Y | +62.9% | +82.7% | -19.8% | +25.0% |
| 10Y | +334.3% | +468.7% | -134.3% | +110.7% |
| All | +334.3% | +476.7% | -142.4% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling