+120.4%
AS vs EXPD
+55.2%
+65.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.2% |
| 7D | -4.9% | -1.1% | -3.8% | -4.4% |
| 30D | -19.6% | +4.1% | -23.7% | -21.0% |
| 3M | -14.4% | +17.9% | -32.3% | -20.7% |
| 6M | -20.1% | +29.2% | -49.4% | -29.4% |
| YTD | -20.9% | +27.4% | -48.3% | -30.3% |
| 1Y | -21.9% | +56.8% | -78.7% | -39.2% |
| All | +120.4% | +55.2% | +65.2% | +66.6% |
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