+29.1%
ALNY vs EXPD
+66.3%
-37.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +5.7% | -0.9% | +6.6% | +5.9% |
| 30D | +18.7% | +4.1% | +14.6% | +17.5% |
| 3M | -11.0% | +13.8% | -24.8% | -13.6% |
| 6M | -18.9% | +27.3% | -46.2% | -23.5% |
| YTD | -34.6% | +25.4% | -60.0% | -38.3% |
| 1Y | -42.8% | +54.4% | -97.2% | -49.2% |
| 3Y | +29.1% | +67.9% | -38.8% | +8.8% |
| All | +29.1% | +66.3% | -37.2% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling