+37.3%
APA vs EXPD
+72.3%
-35.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.2% |
| 7D | -8.7% | -5.5% | -3.3% | -6.8% |
| 30D | -2.4% | -1.9% | -0.5% | -1.8% |
| 3M | +19.0% | +6.1% | +12.9% | +16.2% |
| 6M | +26.8% | +21.6% | +5.2% | +16.6% |
| YTD | +87.3% | +27.9% | +59.5% | +66.6% |
| 1Y | +92.3% | +39.4% | +52.9% | +63.4% |
| 3Y | +37.3% | +72.7% | -35.4% | -3.4% |
| All | +37.3% | +72.3% | -35.0% | -3.4% |
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 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