+229.8%
ALNY vs EXPD
+335.0%
-105.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | +5.8% | +5.5% | +0.3% | +3.9% |
| 30D | -26.5% | -0.8% | -25.7% | -26.4% |
| 3M | -27.3% | +4.1% | -31.5% | -28.7% |
| 6M | -43.4% | +25.7% | -69.1% | -48.2% |
| YTD | -58.5% | +31.4% | -89.9% | -63.0% |
| 1Y | -63.6% | +42.2% | -105.8% | -68.6% |
| 3Y | 0.0% | +77.2% | -77.2% | -22.6% |
| 5Y | -3.4% | +61.0% | -64.4% | -24.3% |
| All | +229.8% | +335.0% | -105.2% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling