+71.5%
EXPD vs ABCL
+156.0%
-84.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.7% | -9.0% | -2.5% |
| 7D | -7.2% | -3.2% | -4.0% | -7.1% |
| 30D | -3.3% | -7.4% | +4.1% | -3.1% |
| 3M | +3.4% | +81.9% | -78.5% | +0.7% |
| 6M | +22.7% | +135.7% | -113.0% | +17.8% |
| YTD | +24.5% | +247.4% | -222.8% | +17.1% |
| 1Y | +38.6% | +162.3% | -123.6% | +31.6% |
| 3Y | +71.5% | +165.5% | -94.0% | +55.7% |
| All | +71.5% | +156.0% | -84.5% | +55.7% |
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