+232.9%
ABT vs EXPD
+334.2%
-101.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | +0.3% | -5.5% | +5.8% | +2.1% |
| 30D | +11.6% | -1.9% | +13.5% | +12.2% |
| 3M | +3.1% | +6.1% | -3.0% | +0.8% |
| 6M | +32.8% | +21.6% | +11.2% | +23.3% |
| YTD | -9.6% | +27.9% | -37.5% | -18.6% |
| 1Y | -10.4% | +39.4% | -49.8% | -21.9% |
| 3Y | +25.8% | +72.7% | -46.8% | -2.2% |
| 5Y | -3.4% | +60.3% | -63.8% | -24.2% |
| 10Y | +232.9% | +332.6% | -99.7% | +71.0% |
| All | +232.9% | +334.2% | -101.3% | +71.0% |
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