+67.1%
EXPE vs AMRZ
-17.3%
+84.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.3% | -3.6% | -6.5% |
| 7D | -9.8% | -2.0% | -7.7% | -9.1% |
| 30D | -11.5% | -9.8% | -1.7% | -8.5% |
| 3M | +21.7% | -17.2% | +38.9% | +28.6% |
| 6M | +10.4% | -26.9% | +37.3% | +20.3% |
| YTD | -2.5% | -21.5% | +18.9% | +3.9% |
| 1Y | +27.3% | -22.9% | +50.2% | +35.8% |
| All | +67.1% | -17.3% | +84.4% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling