+189.3%
ALAB vs EXPD
+65.5%
+123.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.5% | -15.2% | -17.8% |
| 7D | -38.2% | -4.8% | -33.4% | -36.7% |
| 30D | -54.0% | -1.5% | -52.4% | -53.4% |
| 3M | -43.6% | +4.1% | -47.8% | -44.3% |
| 6M | -16.8% | +24.0% | -40.8% | -23.6% |
| YTD | +7.9% | +27.4% | -19.5% | -2.4% |
| 1Y | -1.4% | +38.4% | -39.7% | -13.6% |
| All | +189.3% | +65.5% | +123.9% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling