+38.4%
EXPD vs ABCL
+127.6%
-89.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -4.2% |
| 7D | -4.8% | -14.9% | +10.1% | -4.4% |
| 30D | -1.5% | -15.4% | +13.8% | -1.1% |
| 3M | +4.1% | +88.0% | -83.9% | +1.8% |
| 6M | +24.0% | +138.8% | -114.8% | +19.7% |
| YTD | +27.4% | +225.4% | -198.0% | +19.4% |
| 1Y | +38.4% | +137.3% | -98.9% | +32.3% |
| All | +38.4% | +127.6% | -89.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling