+88.3%
EXPE vs AMCR
-10.2%
+98.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.7% |
| 7D | -11.5% | -6.3% | -5.2% | -8.4% |
| 30D | -13.1% | -7.1% | -5.9% | -9.7% |
| 3M | +18.1% | +12.7% | +5.5% | +11.3% |
| 6M | +13.3% | +5.2% | +8.1% | +9.8% |
| YTD | -3.2% | +8.1% | -11.3% | -9.8% |
| 1Y | +26.1% | +11.7% | +14.4% | +15.1% |
| 3Y | +151.7% | +9.9% | +141.8% | +120.9% |
| 5Y | +88.3% | -8.7% | +97.0% | +84.9% |
| All | +88.3% | -10.2% | +98.6% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling