+788.4%
AU vs EXPD
+5,023.0%
-4,234.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | +23.9% | +4.1% | +19.8% | +23.2% |
| 3M | +19.1% | +17.9% | +1.2% | +16.1% |
| 6M | -0.2% | +29.2% | -29.4% | -4.1% |
| YTD | +32.5% | +27.4% | +5.1% | +27.2% |
| 1Y | +96.9% | +56.8% | +40.1% | +83.1% |
| 3Y | +614.7% | +68.0% | +546.7% | +551.4% |
| 5Y | +647.7% | +61.9% | +585.8% | +578.9% |
| 10Y | +679.2% | +316.0% | +363.2% | +501.0% |
| All | +788.4% | +5,023.0% | -4,234.6% | +506.9% |
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 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