+0.2%
AS vs EXPD
+42.2%
-42.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.2% |
| 7D | +7.1% | -4.8% | +11.9% | +8.2% |
| 30D | +12.8% | -1.5% | +14.4% | +13.0% |
| 3M | -14.7% | +4.1% | -18.8% | -15.8% |
| 6M | -9.9% | +24.0% | -34.0% | -15.3% |
| YTD | -16.1% | +27.4% | -43.5% | -21.3% |
| 1Y | +0.2% | +38.4% | -38.2% | -6.7% |
| All | +0.2% | +42.2% | -42.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling