+156.4%
EXPE vs AMCR
+16.5%
+139.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -8.7% | -5.0% | -3.7% | -6.1% |
| 30D | -13.6% | -8.0% | -5.7% | -9.7% |
| 3M | +26.6% | +14.3% | +12.4% | +17.9% |
| 6M | +19.9% | +5.3% | +14.6% | +15.7% |
| YTD | -1.7% | +7.7% | -9.4% | -8.1% |
| 1Y | +29.4% | +10.8% | +18.6% | +18.9% |
| 3Y | +155.7% | +9.6% | +146.1% | +130.1% |
| 5Y | +93.1% | -10.2% | +103.3% | +95.1% |
| All | +156.4% | +16.5% | +139.9% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling