+207.4%
ALAB vs EXPD
+61.7%
+145.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.5% | +7.2% |
| 7D | -26.3% | -7.2% | -19.1% | -23.8% |
| 30D | -50.1% | -3.3% | -46.8% | -49.2% |
| 3M | -42.5% | +3.4% | -45.9% | -43.0% |
| 6M | -10.8% | +22.7% | -33.5% | -17.8% |
| YTD | +14.6% | +24.5% | -9.9% | +4.6% |
| 1Y | +17.1% | +38.6% | -21.5% | +2.3% |
| All | +207.4% | +61.7% | +145.7% | +154.8% |
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