+895.2%
APO vs EXPD
+334.2%
+561.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.1% |
| 7D | +2.3% | -5.5% | +7.8% | +5.5% |
| 30D | +3.0% | -1.9% | +4.9% | +3.8% |
| 3M | -3.7% | +6.1% | -9.8% | -7.6% |
| 6M | -7.5% | +21.6% | -29.1% | -18.5% |
| YTD | -14.5% | +27.9% | -42.4% | -28.4% |
| 1Y | -6.2% | +39.4% | -45.6% | -25.8% |
| 3Y | +51.9% | +72.7% | -20.7% | +1.7% |
| 5Y | +76.5% | +60.3% | +16.2% | +21.6% |
| 10Y | +895.2% | +332.6% | +562.7% | +232.3% |
| All | +895.2% | +334.2% | +561.1% | +232.3% |
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