-1.4%
EXPE vs AMDL
+168.6%
-169.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.3% | -12.0% | +2.5% |
| 7D | -17.8% | +18.5% | -36.3% | -17.4% |
| 30D | -3.2% | -24.2% | +21.0% | -3.5% |
| 3M | -19.0% | +11.5% | -30.5% | -18.5% |
| 6M | +17.7% | -1.0% | +18.7% | +17.0% |
| YTD | -7.8% | +260.3% | -268.0% | -17.2% |
| 1Y | -1.4% | +178.2% | -179.5% | -9.2% |
| All | -1.4% | +168.6% | -169.9% | -9.2% |
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