+18.9%
EXPE vs AMC
+24.6%
-5.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.1% |
| 7D | -9.3% | +2.6% | -11.9% | -9.1% |
| 30D | +0.1% | +9.0% | -8.9% | -0.1% |
| 3M | -15.3% | +22.2% | -37.5% | -16.3% |
| 6M | +5.5% | +91.5% | -86.0% | -1.6% |
| YTD | -8.0% | +101.3% | -109.3% | -17.8% |
| 1Y | +18.9% | +20.8% | -1.9% | +0.2% |
| All | +18.9% | +24.6% | -5.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling