+154.8%
APA vs EXPD
+61.6%
+93.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | +0.5% | -1.1% | +1.7% | +1.0% |
| 30D | +23.4% | +4.1% | +19.3% | +21.1% |
| 3M | +12.7% | +17.9% | -5.2% | +4.3% |
| 6M | +39.4% | +29.2% | +10.2% | +23.0% |
| YTD | +79.0% | +27.4% | +51.6% | +57.9% |
| 1Y | +88.8% | +56.8% | +32.0% | +48.6% |
| 3Y | +6.4% | +68.0% | -61.7% | -20.4% |
| All | +154.8% | +61.6% | +93.2% | +89.1% |
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