+2,233.8%
ALB vs EXPD
+22,952.9%
-20,719.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.0% | +5.1% |
| 7D | +5.5% | -4.8% | +10.3% | +7.0% |
| 30D | -7.5% | -1.5% | -6.0% | -7.2% |
| 3M | -16.9% | +4.1% | -21.1% | -18.4% |
| 6M | -49.2% | +24.0% | -73.2% | -53.1% |
| YTD | -29.9% | +27.4% | -57.3% | -36.3% |
| 1Y | +8.2% | +38.4% | -30.2% | -4.4% |
| 3Y | -19.4% | +73.2% | -92.6% | -34.0% |
| 5Y | -61.6% | +59.9% | -121.5% | -67.7% |
| 10Y | +34.6% | +319.9% | -285.3% | -14.2% |
| All | +2,233.8% | +22,952.9% | -20,719.1% | +864.6% |
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