-25.3%
APTV vs EXPD
+325.6%
-350.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -4.3% | -7.4% | +3.1% | +0.1% |
| 30D | -9.7% | -2.1% | -7.6% | -8.7% |
| 3M | -20.6% | +5.7% | -26.3% | -23.5% |
| 6M | -31.7% | +21.4% | -53.1% | -40.4% |
| YTD | -48.0% | +27.6% | -75.6% | -57.3% |
| 1Y | -52.1% | +36.1% | -88.2% | -62.4% |
| 3Y | -47.9% | +69.9% | -117.8% | -65.7% |
| 5Y | -76.9% | +59.7% | -136.6% | -84.5% |
| All | -25.3% | +325.6% | -350.9% | -73.0% |
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