+1,563.3%
APO vs EXPD
+357.9%
+1,205.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.8% |
| 7D | +0.8% | -7.2% | +7.9% | +4.8% |
| 30D | +1.0% | -3.3% | +4.3% | +2.6% |
| 3M | -8.4% | +3.4% | -11.8% | -10.6% |
| 6M | -9.1% | +22.7% | -31.8% | -19.8% |
| YTD | -18.3% | +24.5% | -42.9% | -29.8% |
| 1Y | -8.0% | +38.6% | -46.6% | -25.9% |
| 3Y | +47.1% | +71.5% | -24.4% | +2.1% |
| 5Y | +67.2% | +56.2% | +10.9% | +20.8% |
| 10Y | +871.8% | +310.5% | +561.4% | +301.5% |
| All | +1,563.3% | +357.9% | +1,205.4% | +544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling