+71.5%
EXPD vs ALLY
+54.4%
+17.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | -7.2% | +0.9% | -8.1% | -7.4% |
| 30D | -3.3% | +3.1% | -6.4% | -4.1% |
| 3M | +3.4% | -12.6% | +16.0% | +6.7% |
| 6M | +22.7% | -12.4% | +35.1% | +26.3% |
| YTD | +24.5% | -13.2% | +37.7% | +28.1% |
| 1Y | +38.6% | +1.8% | +36.8% | +36.8% |
| 3Y | +71.5% | +58.0% | +13.5% | +55.9% |
| All | +71.5% | +54.4% | +17.1% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling