+133.7%
AS vs EXPD
+55.2%
+78.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.4% |
| 7D | +7.1% | -4.8% | +11.9% | +9.2% |
| 30D | +12.8% | -1.5% | +14.4% | +13.4% |
| 3M | -14.7% | +4.1% | -18.8% | -16.5% |
| 6M | -9.9% | +24.0% | -34.0% | -18.8% |
| YTD | -16.1% | +27.4% | -43.5% | -26.3% |
| 1Y | +0.2% | +38.4% | -38.2% | -16.1% |
| All | +133.7% | +55.2% | +78.5% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling