+27.9%
APD vs EXPD
+61.6%
-33.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | +2.1% | +4.1% | -2.0% | +0.6% |
| 3M | +7.2% | +17.9% | -10.7% | +1.1% |
| 6M | +11.2% | +29.2% | -18.0% | +1.3% |
| YTD | +24.4% | +27.4% | -3.0% | +12.8% |
| 1Y | +6.7% | +56.8% | -50.2% | -11.3% |
| 3Y | +9.2% | +68.0% | -58.8% | -13.2% |
| All | +27.9% | +61.6% | -33.6% | -2.5% |
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