+688.7%
EXPE vs AMCR
+100.2%
+588.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +25.7% | +29.1% |
| 3Y | +175.8% | +6.9% | +168.9% | +159.2% |
| 5Y | +111.8% | -10.5% | +122.3% | +114.9% |
| 10Y | +179.7% | +20.9% | +158.8% | +143.1% |
| All | +688.7% | +100.2% | +588.5% | +601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling