-34.2%
ALB vs EXPD
+68.7%
-102.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.9% |
| 7D | -8.1% | -1.1% | -6.9% | -7.5% |
| 30D | +6.3% | +4.1% | +2.2% | +3.7% |
| 3M | -23.6% | +17.9% | -41.5% | -31.0% |
| 6M | -24.6% | +29.2% | -53.8% | -36.0% |
| YTD | -10.3% | +27.4% | -37.6% | -24.4% |
| 1Y | +61.5% | +56.8% | +4.6% | +14.2% |
| All | -34.2% | +68.7% | -102.9% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling