+42.2%
EXPD vs ABCL
+176.3%
-134.0%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.3% |
| 7D | +0.3% | -10.0% | +10.2% | +0.4% |
| 30D | +1.8% | -10.9% | +12.7% | +1.9% |
| 3M | +8.9% | +101.6% | -92.7% | +7.6% |
| 6M | +42.2% | +167.5% | -125.3% | +39.8% |
| All | +42.2% | +176.3% | -134.0% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling