+664.4%
AU vs EXPD
+5,033.6%
-4,369.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | +15.3% | -7.4% | +22.7% | +16.5% |
| 30D | -0.3% | -2.1% | +1.8% | -0.1% |
| 3M | -2.9% | +5.7% | -8.6% | -3.8% |
| 6M | -10.7% | +21.4% | -32.1% | -13.4% |
| YTD | +14.0% | +27.6% | -13.6% | +9.3% |
| 1Y | +32.5% | +36.1% | -3.6% | +25.9% |
| 3Y | +557.9% | +69.9% | +488.1% | +498.3% |
| 5Y | +441.0% | +59.7% | +381.3% | +392.2% |
| 10Y | +816.9% | +323.0% | +493.9% | +604.9% |
| All | +664.4% | +5,033.6% | -4,369.1% | +421.4% |
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