+141.4%
APTV vs EXPD
+410.5%
-269.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.2% |
| 7D | -10.2% | -7.2% | -3.1% | -6.5% |
| 30D | -10.8% | -3.3% | -7.5% | -9.3% |
| 3M | -14.8% | +3.4% | -18.2% | -16.8% |
| 6M | -30.6% | +22.7% | -53.3% | -39.4% |
| YTD | -48.2% | +24.5% | -72.7% | -56.4% |
| 1Y | -52.0% | +38.6% | -90.6% | -62.3% |
| 3Y | -47.0% | +71.5% | -118.5% | -64.3% |
| 5Y | -77.5% | +56.2% | -133.7% | -84.1% |
| 10Y | -27.0% | +310.5% | -337.4% | -70.4% |
| All | +141.4% | +410.5% | -269.1% | -15.4% |
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