+0.3%
APA vs EXPD
+304.0%
-303.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +4.0% |
| 7D | -15.5% | -7.2% | -8.3% | -11.8% |
| 30D | +2.4% | -3.3% | +5.7% | +4.3% |
| 3M | +22.8% | +3.4% | +19.4% | +19.9% |
| 6M | +17.9% | +22.7% | -4.8% | +2.8% |
| YTD | +87.7% | +24.5% | +63.2% | +59.0% |
| 1Y | +94.2% | +38.6% | +55.5% | +52.9% |
| 3Y | +27.2% | +71.5% | -44.3% | -15.8% |
| 5Y | +74.1% | +56.2% | +17.9% | +18.9% |
| All | +0.3% | +304.0% | -303.7% | -62.4% |
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