+234.5%
ALNY vs EXPD
+324.8%
-90.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -6.4% | +1.2% | -7.6% | -6.8% |
| 30D | +11.9% | +6.8% | +5.1% | +9.2% |
| 3M | -15.0% | +14.9% | -30.0% | -19.3% |
| 6M | -23.2% | +34.6% | -57.8% | -31.5% |
| YTD | -37.8% | +27.7% | -65.5% | -43.8% |
| 1Y | -47.3% | +57.7% | -104.9% | -56.4% |
| 3Y | +22.9% | +70.9% | -48.0% | -3.6% |
| 5Y | +30.6% | +59.5% | -28.9% | +2.5% |
| All | +234.5% | +324.8% | -90.2% | +55.2% |
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