+90.6%
APA vs EXPD
+39.4%
+51.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.5% | -7.4% | +1.9% | -4.4% |
| 30D | -1.2% | -2.1% | +0.9% | -0.7% |
| 3M | +10.6% | +5.7% | +4.9% | +10.0% |
| 6M | +28.4% | +21.4% | +7.1% | +24.7% |
| YTD | +89.7% | +27.6% | +62.1% | +84.8% |
| 1Y | +90.6% | +36.1% | +54.5% | +84.6% |
| All | +90.6% | +39.4% | +51.2% | +84.6% |
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