-36.6%
AUR vs EXPD
+69.9%
-106.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +8.7% | -1.1% | +9.9% | +9.6% |
| 30D | -5.2% | +4.1% | -9.3% | -7.7% |
| 3M | -7.3% | +17.9% | -25.2% | -17.2% |
| 6M | +41.2% | +29.2% | +12.0% | +16.6% |
| YTD | +65.1% | +27.4% | +37.7% | +35.6% |
| 1Y | +13.4% | +56.8% | -43.4% | -22.9% |
| 3Y | +98.1% | +68.0% | +30.1% | +26.3% |
| 5Y | -36.0% | +61.9% | -97.9% | -61.0% |
| All | -36.6% | +69.9% | -106.5% | -61.4% |
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