+93.1%
EXPE vs AMDL
+92.1%
+1.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.7% | -2.2% |
| 7D | -11.2% | +5.4% | -16.6% | -11.7% |
| 30D | -7.5% | -36.6% | +29.2% | -6.3% |
| 3M | -19.1% | -1.0% | -18.1% | -20.3% |
| 6M | +10.7% | -12.1% | +22.8% | +6.7% |
| YTD | -9.9% | +215.1% | -225.0% | -26.0% |
| 1Y | -4.6% | +130.4% | -135.0% | -19.4% |
| All | +93.1% | +92.1% | +1.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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