-2.8%
EXPE vs AMC
+33.2%
-36.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | -0.5% | +3.5% | -4.0% | -1.0% |
| 30D | -6.1% | +12.5% | -18.5% | -6.8% |
| 3M | -21.3% | +23.6% | -44.9% | -22.8% |
| 6M | +19.0% | +144.4% | -125.4% | +4.4% |
| YTD | -8.4% | +108.3% | -116.8% | -20.2% |
| 1Y | -2.8% | +38.9% | -41.7% | -9.2% |
| All | -2.8% | +33.2% | -36.0% | -9.2% |
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