+83.2%
APA vs EXPD
+60.8%
+22.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -5.5% | -7.4% | +1.9% | -2.5% |
| 30D | -1.2% | -2.1% | +0.9% | -0.4% |
| 3M | +10.6% | +5.7% | +4.9% | +7.8% |
| 6M | +28.4% | +21.4% | +7.1% | +17.3% |
| YTD | +89.7% | +27.6% | +62.1% | +67.4% |
| 1Y | +90.6% | +36.1% | +54.5% | +62.7% |
| 3Y | +36.9% | +69.9% | -33.0% | +2.4% |
| 5Y | +83.2% | +59.7% | +23.5% | +30.7% |
| All | +83.2% | +60.8% | +22.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling