-2.8%
EXPE vs AMDL
+130.1%
-132.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.6% | +16.4% | -1.4% |
| 7D | -0.5% | +37.2% | -37.7% | 0.0% |
| 30D | -6.1% | -24.0% | +18.0% | -6.3% |
| 3M | -21.3% | -1.0% | -20.3% | -20.8% |
| 6M | +19.0% | -3.2% | +22.2% | +18.5% |
| YTD | -8.4% | +232.2% | -240.6% | -16.3% |
| 1Y | -2.8% | +137.7% | -140.5% | -8.3% |
| All | -2.8% | +130.1% | -132.9% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling