+243.5%
ALNY vs EXPD
+337.7%
-94.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.6% | +4.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | -29.6% | +0.6% | -30.2% | -29.8% |
| 3M | -27.7% | +9.8% | -37.5% | -30.4% |
| 6M | -43.9% | +25.8% | -69.6% | -48.7% |
| YTD | -59.8% | +31.3% | -91.1% | -64.2% |
| 1Y | -64.6% | +40.9% | -105.6% | -69.3% |
| 3Y | -1.3% | +74.7% | -76.0% | -23.3% |
| 5Y | -7.6% | +62.9% | -70.5% | -28.1% |
| 10Y | +243.5% | +334.3% | -90.9% | +55.8% |
| All | +243.5% | +337.7% | -94.2% | +55.8% |
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