+38.6%
EXPD vs ADVB
-77.7%
+116.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.2% |
| 7D | -7.2% | -13.9% | +6.8% | -7.2% |
| 30D | -3.3% | -68.1% | +64.8% | -4.1% |
| 3M | +3.4% | -73.4% | +76.8% | +2.4% |
| 6M | +22.7% | -70.8% | +93.5% | +23.9% |
| YTD | +24.5% | -66.1% | +90.6% | +25.8% |
| 1Y | +38.6% | -77.5% | +116.1% | +39.5% |
| All | +38.6% | -77.7% | +116.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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