+268.0%
APH vs EXPD
+52.5%
+215.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.9% | -7.7% |
| 7D | -12.7% | -4.8% | -7.9% | -11.0% |
| 30D | -19.2% | -1.5% | -17.6% | -18.5% |
| 3M | -16.7% | +4.1% | -20.8% | -17.7% |
| 6M | +5.1% | +24.0% | -18.9% | -2.5% |
| YTD | +6.6% | +27.4% | -20.8% | -3.7% |
| 1Y | +3.9% | +38.4% | -34.5% | -9.4% |
| 3Y | +246.0% | +73.2% | +172.8% | +162.9% |
| 5Y | +268.0% | +59.9% | +208.1% | +183.7% |
| All | +268.0% | +52.5% | +215.5% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling