+1,191.2%
AAPL vs EXPD
+314.6%
+876.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +3.0% | +4.1% | -1.1% | +0.9% |
| 3M | +2.9% | +17.9% | -15.0% | -5.3% |
| 6M | +22.1% | +29.2% | -7.1% | +6.8% |
| YTD | +18.0% | +27.4% | -9.3% | +2.9% |
| 1Y | +33.9% | +56.8% | -22.9% | +3.8% |
| 3Y | +71.2% | +68.0% | +3.1% | +25.2% |
| 5Y | +112.6% | +61.9% | +50.7% | +54.0% |
| All | +1,191.2% | +314.6% | +876.7% | +518.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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