+774.5%
EXPD vs AMP
+2,123.7%
-1,349.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +4.1% | -0.1% | +4.2% | +4.0% |
| 3M | +17.9% | +23.6% | -5.7% | +8.6% |
| 6M | +29.2% | +20.4% | +8.9% | +19.8% |
| YTD | +27.4% | +15.4% | +11.9% | +19.8% |
| 1Y | +56.8% | +11.0% | +45.9% | +49.3% |
| 3Y | +68.0% | +70.5% | -2.4% | +33.9% |
| 5Y | +61.9% | +121.4% | -59.5% | +14.8% |
| 10Y | +316.0% | +575.6% | -259.6% | +74.5% |
| All | +774.5% | +2,123.7% | -1,349.2% | +103.8% |
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