+39.5%
EXPE vs AMC
-99.3%
+138.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.0% |
| 7D | -9.3% | +2.6% | -11.9% | -9.4% |
| 30D | +0.1% | +9.0% | -8.9% | -0.5% |
| 3M | -15.3% | +22.2% | -37.5% | -17.0% |
| 6M | +5.5% | +91.5% | -86.0% | -2.7% |
| YTD | -8.0% | +101.3% | -109.3% | -16.1% |
| 1Y | +18.9% | +20.8% | -1.9% | +13.4% |
| 3Y | +135.5% | -71.3% | +206.9% | +147.0% |
| All | +39.5% | -99.3% | +138.7% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling