+72.7%
EXPD vs ALM
+907.8%
-835.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.5% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -1.9% | -26.1% | +24.2% | -1.4% |
| 3M | +6.1% | -38.1% | +44.2% | +6.8% |
| 6M | +21.6% | -55.4% | +77.0% | +22.8% |
| YTD | +27.9% | -0.4% | +28.3% | +27.2% |
| 1Y | +39.4% | +25.4% | +14.0% | +38.2% |
| 3Y | +72.7% | +907.8% | -835.1% | +64.0% |
| All | +72.7% | +907.8% | -835.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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