+69.2%
EXPD vs ABCL
+104.5%
-35.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | +4.1% | +93.1% | -89.0% | +1.0% |
| 3M | +17.9% | +79.4% | -61.5% | +14.5% |
| 6M | +29.2% | +214.9% | -185.6% | +21.9% |
| YTD | +27.4% | +234.2% | -206.9% | +19.4% |
| 1Y | +56.8% | +174.8% | -117.9% | +47.0% |
| All | +69.2% | +104.5% | -35.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling