+23.3%
ABT vs EXPD
+68.8%
-45.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -3.0% |
| 7D | +3.5% | -7.2% | +10.7% | +4.3% |
| 30D | +12.0% | -3.3% | +15.3% | +12.4% |
| 3M | +2.5% | +3.4% | -0.9% | +1.9% |
| 6M | +29.1% | +22.7% | +6.4% | +25.7% |
| YTD | -10.1% | +24.5% | -34.6% | -12.9% |
| 1Y | -9.8% | +38.6% | -48.5% | -14.0% |
| 3Y | +23.3% | +71.5% | -48.3% | +16.2% |
| All | +23.3% | +68.8% | -45.6% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling