+90.5%
APH vs EXPD
+68.7%
+21.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.3% | -47.7% |
| 7D | -48.7% | -1.0% | -47.7% | -48.6% |
| 30D | -51.9% | +4.1% | -56.0% | -52.2% |
| 3M | -43.6% | +17.9% | -61.5% | -45.2% |
| 6M | -37.5% | +29.2% | -66.8% | -40.5% |
| YTD | -38.6% | +27.4% | -66.0% | -41.9% |
| 1Y | -26.3% | +56.8% | -83.2% | -34.6% |
| All | +90.5% | +68.7% | +21.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling