+332.6%
EXPD vs AMP
+585.0%
-252.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +1.3% |
| 7D | -5.5% | +3.1% | -8.6% | -6.6% |
| 30D | -1.9% | +3.9% | -5.8% | -3.4% |
| 3M | +6.1% | -5.8% | +11.9% | +8.2% |
| 6M | +21.6% | +12.1% | +9.6% | +16.1% |
| YTD | +27.9% | +7.1% | +20.8% | +23.7% |
| 1Y | +39.4% | +14.2% | +25.2% | +31.6% |
| 3Y | +72.7% | +62.5% | +10.2% | +40.8% |
| 5Y | +60.3% | +82.6% | -22.3% | +23.1% |
| 10Y | +332.6% | +515.9% | -183.4% | +105.1% |
| All | +332.6% | +585.0% | -252.4% | +105.1% |
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