+75.5%
EXPD vs ALM
+806.0%
-730.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.6% | +5.1% | -4.3% |
| 7D | -4.8% | -14.5% | +9.7% | -4.5% |
| 30D | -1.5% | -39.0% | +37.5% | -0.7% |
| 3M | +4.1% | -40.3% | +44.4% | +4.9% |
| 6M | +24.0% | -60.3% | +84.3% | +25.5% |
| YTD | +27.4% | -9.8% | +37.2% | +27.0% |
| 1Y | +38.4% | +30.8% | +7.6% | +37.2% |
| All | +75.5% | +806.0% | -730.5% | +67.3% |
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