+755.1%
EXPD vs AMP
+1,889.4%
-1,134.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.7% |
| 7D | -7.2% | +2.2% | -9.3% | -8.0% |
| 30D | -3.3% | +2.2% | -5.5% | -4.2% |
| 3M | +3.4% | -10.4% | +13.8% | +7.5% |
| 6M | +22.7% | +5.8% | +16.9% | +19.4% |
| YTD | +24.5% | +3.3% | +21.3% | +21.9% |
| 1Y | +38.6% | +11.1% | +27.6% | +32.0% |
| 3Y | +71.5% | +56.0% | +15.5% | +41.2% |
| 5Y | +56.2% | +76.1% | -19.8% | +20.7% |
| 10Y | +310.5% | +590.2% | -279.8% | +70.7% |
| All | +755.1% | +1,889.4% | -1,134.3% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling