-54.5%
AUR vs EXPD
+70.3%
-124.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.0% |
| 7D | +6.6% | -7.4% | +14.0% | +11.9% |
| 30D | -22.0% | -2.1% | -19.9% | -20.9% |
| 3M | -34.8% | +5.7% | -40.5% | -37.4% |
| 6M | -35.7% | +21.4% | -57.1% | -44.0% |
| YTD | +18.5% | +27.6% | -9.1% | -3.2% |
| 1Y | +4.4% | +36.1% | -31.8% | -19.2% |
| 3Y | +150.7% | +69.9% | +80.8% | +57.9% |
| 5Y | -53.6% | +59.7% | -113.2% | -71.8% |
| All | -54.5% | +70.3% | -124.8% | -72.4% |
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