+453.5%
APH vs EXPD
+315.7%
+137.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.3% | -47.6% |
| 7D | -48.7% | -1.0% | -47.7% | -48.4% |
| 30D | -51.9% | +4.1% | -56.0% | -52.7% |
| 3M | -43.6% | +17.9% | -61.5% | -47.6% |
| 6M | -37.5% | +29.2% | -66.8% | -44.9% |
| YTD | -38.6% | +27.4% | -66.0% | -46.3% |
| 1Y | -26.3% | +56.8% | -83.2% | -42.6% |
| 3Y | +89.2% | +68.0% | +21.2% | +38.3% |
| 5Y | +119.8% | +61.9% | +57.9% | +59.9% |
| All | +453.5% | +315.7% | +137.9% | +158.0% |
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