+185.0%
APD vs EXPD
+329.8%
-144.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.2% | -7.4% | +7.2% | +3.0% |
| 30D | +11.0% | -2.1% | +13.1% | +11.9% |
| 3M | +2.0% | +5.7% | -3.7% | -0.9% |
| 6M | +7.1% | +21.4% | -14.3% | -2.4% |
| YTD | +29.8% | +27.6% | +2.1% | +13.8% |
| 1Y | +24.0% | +36.1% | -12.1% | +5.5% |
| 3Y | +27.2% | +69.9% | -42.7% | -5.5% |
| 5Y | +12.8% | +59.7% | -46.9% | -15.6% |
| 10Y | +185.0% | +323.0% | -138.0% | +30.3% |
| All | +185.0% | +329.8% | -144.8% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling