-16.8%
ALAB vs EXPD
+27.5%
-44.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.5% | -15.2% | -17.4% |
| 7D | -38.2% | -4.8% | -33.4% | -36.4% |
| 30D | -54.0% | -1.5% | -52.4% | -52.7% |
| 3M | -43.6% | +4.1% | -47.8% | -42.8% |
| 6M | -16.8% | +24.0% | -40.8% | -11.2% |
| All | -16.8% | +27.5% | -44.3% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling