+37.8%
ALAB vs EXPD
+40.0%
-2.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +4.0% | +5.5% |
| 7D | +3.4% | -1.6% | +5.0% | +4.5% |
| 30D | -28.8% | +0.6% | -29.4% | -28.5% |
| 3M | -26.0% | +9.8% | -35.8% | -28.0% |
| 6M | +11.4% | +25.8% | -14.4% | +2.6% |
| YTD | +38.8% | +31.3% | +7.5% | +24.5% |
| 1Y | +37.8% | +40.9% | -3.1% | +26.3% |
| All | +37.8% | +40.0% | -2.2% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling