+26.1%
EXPE vs AMRZ
-24.7%
+50.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | -11.5% | -4.7% | -6.9% | -10.0% |
| 30D | -13.1% | -11.3% | -1.8% | -9.6% |
| 3M | +18.1% | -22.1% | +40.2% | +27.3% |
| 6M | +13.3% | -29.6% | +42.9% | +24.9% |
| YTD | -3.2% | -23.3% | +20.1% | +4.1% |
| 1Y | +26.1% | -23.7% | +49.9% | +36.6% |
| All | +26.1% | -24.7% | +50.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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