+2,885.9%
ALB vs EXPD
+22,944.4%
-20,058.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.8% |
| 7D | -8.1% | -1.1% | -6.9% | -7.7% |
| 30D | +6.3% | +4.1% | +2.2% | +4.7% |
| 3M | -23.6% | +17.9% | -41.5% | -28.0% |
| 6M | -24.6% | +29.2% | -53.8% | -31.3% |
| YTD | -10.3% | +27.4% | -37.6% | -18.2% |
| 1Y | +61.5% | +56.8% | +4.6% | +36.1% |
| 3Y | -34.0% | +68.0% | -102.0% | -45.1% |
| 5Y | -44.6% | +61.9% | -106.5% | -53.4% |
| 10Y | +76.1% | +316.0% | -239.9% | +12.9% |
| All | +2,885.9% | +22,944.4% | -20,058.5% | +1,138.1% |
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