-0.9%
APA vs EXPD
+334.2%
-335.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.8% |
| 7D | -8.7% | -5.5% | -3.3% | -5.7% |
| 30D | -2.4% | -1.9% | -0.5% | -1.5% |
| 3M | +19.0% | +6.1% | +12.9% | +14.4% |
| 6M | +26.8% | +21.6% | +5.2% | +11.3% |
| YTD | +87.3% | +27.9% | +59.5% | +56.1% |
| 1Y | +92.3% | +39.4% | +52.9% | +51.1% |
| 3Y | +37.3% | +72.7% | -35.4% | -9.4% |
| 5Y | +73.2% | +60.3% | +12.9% | +16.3% |
| 10Y | -0.9% | +332.6% | -333.4% | -64.0% |
| All | -0.9% | +334.2% | -335.0% | -64.0% |
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