+174.2%
EXPE vs AMC
-79.6%
+253.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.9% |
| 7D | -9.5% | +2.3% | -11.8% | -9.7% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | +31.4% | +35.2% | -3.8% | +27.9% |
| 6M | +35.2% | +124.6% | -89.4% | +27.1% |
| YTD | +5.8% | +69.9% | -64.1% | +0.7% |
| 1Y | +38.7% | -2.6% | +41.2% | +35.5% |
| All | +174.2% | -79.6% | +253.8% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling