+69.8%
APA vs EXPD
+55.6%
+14.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.6% |
| 7D | -15.5% | -7.2% | -8.3% | -12.9% |
| 30D | +2.4% | -3.3% | +5.7% | +3.7% |
| 3M | +22.8% | +3.4% | +19.4% | +20.8% |
| 6M | +17.9% | +22.7% | -4.8% | +7.1% |
| YTD | +87.7% | +24.5% | +63.2% | +67.3% |
| 1Y | +94.2% | +38.6% | +55.5% | +64.0% |
| 3Y | +27.2% | +71.5% | -44.3% | -5.4% |
| All | +69.8% | +55.6% | +14.2% | +21.8% |
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