+6,091.7%
APD vs EXPD
+30,870.6%
-24,778.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -1.8% |
| 7D | -0.7% | -4.8% | +4.1% | +0.5% |
| 30D | +10.1% | -1.5% | +11.7% | +10.5% |
| 3M | +4.9% | +4.1% | +0.8% | +3.6% |
| 6M | +2.5% | +24.0% | -21.6% | -3.5% |
| YTD | +27.8% | +27.4% | +0.4% | +18.7% |
| 1Y | +32.9% | +38.4% | -5.5% | +20.7% |
| 3Y | +13.4% | +73.2% | -59.8% | -3.7% |
| 5Y | +12.8% | +59.9% | -47.0% | -3.0% |
| 10Y | +194.6% | +319.9% | -125.4% | +99.6% |
| All | +6,091.7% | +30,870.6% | -24,778.8% | +2,412.5% |
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 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