-77.5%
APTV vs EXPD
+60.9%
-138.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | -1.7% | +5.5% | -7.3% | -4.4% |
| 30D | -11.6% | -0.8% | -10.8% | -11.4% |
| 3M | -21.2% | +4.1% | -25.3% | -23.0% |
| 6M | -28.5% | +25.7% | -54.2% | -37.8% |
| YTD | -49.1% | +31.4% | -80.5% | -57.9% |
| 1Y | -52.2% | +42.2% | -94.4% | -62.6% |
| 3Y | -48.6% | +77.2% | -125.8% | -66.4% |
| All | -77.5% | +60.9% | -138.4% | -85.2% |
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