+458.9%
EXPD vs ALLY
+104.2%
+354.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -4.2% |
| 7D | +0.3% | +2.4% | -2.1% | -0.4% |
| 30D | +1.8% | +5.6% | -3.7% | +0.4% |
| 3M | +8.9% | -11.7% | +20.6% | +12.1% |
| 6M | +42.2% | -7.0% | +49.3% | +44.1% |
| YTD | +33.4% | -10.4% | +43.8% | +36.0% |
| 1Y | +47.2% | +2.4% | +44.8% | +45.2% |
| 3Y | +81.3% | +59.2% | +22.0% | +57.2% |
| 5Y | +60.2% | -5.0% | +65.2% | +52.3% |
| 10Y | +339.5% | +204.5% | +135.1% | +195.5% |
| All | +458.9% | +104.2% | +354.6% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling