+333.9%
EXPE vs AMC
-97.8%
+431.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -12.5% | -1.2% | -13.1% |
| 7D | -3.6% | 0.0% | -3.6% | -3.5% |
| 30D | +4.8% | +4.4% | +0.4% | +4.6% |
| 3M | -14.6% | +15.4% | -30.0% | -15.3% |
| 6M | +10.0% | +93.7% | -83.7% | +5.3% |
| YTD | -3.3% | +97.4% | -100.7% | -7.7% |
| 1Y | +28.4% | +23.2% | +5.2% | +25.1% |
| 3Y | +145.1% | -71.3% | +216.4% | +148.7% |
| 5Y | +51.6% | -99.3% | +150.9% | +71.3% |
| 10Y | +128.8% | -98.7% | +227.6% | +124.6% |
| All | +333.9% | -97.8% | +431.7% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling