+139.2%
AS vs EXPD
+62.5%
+76.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.4% | +6.5% |
| 7D | +13.8% | +0.3% | +13.5% | +13.5% |
| 30D | +16.7% | +1.8% | +14.8% | +15.6% |
| 3M | -11.5% | +8.9% | -20.4% | -14.9% |
| 6M | -5.5% | +42.2% | -47.7% | -20.1% |
| YTD | -14.2% | +33.4% | -47.5% | -26.0% |
| 1Y | +2.1% | +47.2% | -45.1% | -16.8% |
| All | +139.2% | +62.5% | +76.7% | +76.9% |
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