+38.4%
EXPD vs ALLY
+0.9%
+37.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -4.2% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | -1.5% | +4.2% | -5.7% | -2.6% |
| 3M | +4.1% | -12.4% | +16.5% | +7.4% |
| 6M | +24.0% | -8.7% | +32.7% | +26.3% |
| YTD | +27.4% | -11.6% | +39.1% | +31.7% |
| 1Y | +38.4% | +0.2% | +38.2% | +37.1% |
| All | +38.4% | +0.9% | +37.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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