+1,059.7%
APH vs EXPD
+315.7%
+744.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +5.0% | -1.1% | +6.1% | +5.5% |
| 30D | -3.9% | +4.1% | -8.0% | -5.6% |
| 3M | +13.0% | +17.9% | -4.9% | +4.7% |
| 6M | +25.2% | +29.2% | -4.1% | +10.2% |
| YTD | +22.9% | +27.4% | -4.4% | +7.4% |
| 1Y | +47.8% | +56.8% | -9.0% | +15.0% |
| 3Y | +283.0% | +68.0% | +215.0% | +179.5% |
| 5Y | +349.7% | +61.9% | +287.8% | +226.6% |
| All | +1,059.7% | +315.7% | +744.1% | +439.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling