+869.4%
APA vs EXPD
+30,870.6%
-30,001.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.0% |
| 7D | -15.6% | -4.8% | -10.8% | -14.4% |
| 30D | -0.9% | -1.5% | +0.6% | -0.5% |
| 3M | +26.1% | +4.1% | +22.0% | +24.5% |
| 6M | +6.1% | +24.0% | -17.9% | -0.6% |
| YTD | +82.8% | +27.4% | +55.4% | +69.0% |
| 1Y | +106.5% | +38.4% | +68.1% | +86.1% |
| 3Y | +21.9% | +73.2% | -51.3% | +2.8% |
| 5Y | +69.7% | +59.9% | +9.8% | +45.0% |
| 10Y | 0.0% | +319.9% | -319.9% | -31.7% |
| All | +869.4% | +30,870.6% | -30,001.2% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling