+267.2%
ALAB vs EXPD
+71.4%
+195.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.6% |
| 7D | +26.9% | +3.6% | +23.3% | +25.1% |
| 30D | -30.0% | +0.3% | -30.3% | -29.7% |
| 3M | -28.5% | +6.1% | -34.6% | -29.9% |
| 6M | +11.4% | +27.4% | -15.9% | +1.2% |
| YTD | +36.9% | +32.0% | +4.9% | +22.0% |
| 1Y | +44.4% | +40.5% | +3.8% | +25.5% |
| All | +267.2% | +71.4% | +195.8% | +197.3% |
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