+5,927.3%
APD vs EXPD
+30,859.1%
-24,931.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | +2.1% | +4.1% | -2.0% | +1.0% |
| 3M | +7.2% | +17.9% | -10.7% | +2.5% |
| 6M | +11.2% | +29.2% | -18.0% | +3.7% |
| YTD | +24.4% | +27.4% | -3.0% | +15.7% |
| 1Y | +6.7% | +56.8% | -50.2% | -6.3% |
| 3Y | +9.2% | +68.0% | -58.8% | -6.3% |
| 5Y | +27.4% | +61.9% | -34.5% | +9.2% |
| 10Y | +164.8% | +316.0% | -151.2% | +80.0% |
| All | +5,927.3% | +30,859.1% | -24,931.8% | +2,349.5% |
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