+107.2%
APA vs EXPD
+53.8%
+53.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.6% | -6.5% |
| 7D | -13.0% | +0.3% | -13.2% | -12.9% |
| 30D | +2.0% | +1.8% | +0.1% | +1.8% |
| 3M | +24.9% | +8.9% | +16.0% | +24.0% |
| 6M | +7.2% | +42.2% | -35.1% | +2.4% |
| YTD | +87.1% | +33.4% | +53.7% | +86.9% |
| 1Y | +107.2% | +47.2% | +60.0% | +121.9% |
| All | +107.2% | +53.8% | +53.4% | +121.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling