+688.7%
EXPE vs AMCR
+106.4%
+582.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.5% | -1.9% | -7.7% | -8.8% |
| 30D | -6.6% | -4.1% | -2.5% | -5.0% |
| 3M | +31.4% | +21.7% | +9.7% | +21.0% |
| 6M | +35.2% | +1.5% | +33.7% | +33.2% |
| YTD | +5.8% | +13.1% | -7.3% | -1.5% |
| 1Y | +38.7% | +16.5% | +22.2% | +27.4% |
| 3Y | +175.8% | +10.3% | +165.5% | +155.7% |
| 5Y | +111.8% | -7.7% | +119.5% | +111.9% |
| 10Y | +179.7% | +24.6% | +155.1% | +139.8% |
| All | +688.7% | +106.4% | +582.3% | +591.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling