+477.6%
EXPD vs ALM
+3,431.9%
-2,954.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.6% | +5.1% | -4.5% |
| 7D | -4.8% | -14.5% | +9.7% | -4.8% |
| 30D | -1.5% | -39.0% | +37.5% | -1.5% |
| 3M | +4.1% | -40.3% | +44.4% | +4.2% |
| 6M | +24.0% | -60.3% | +84.3% | +24.1% |
| YTD | +27.4% | -9.8% | +37.2% | +27.4% |
| 1Y | +38.4% | +30.8% | +7.6% | +38.3% |
| 3Y | +73.2% | +772.4% | -699.2% | +72.8% |
| 5Y | +59.9% | +390.7% | -330.9% | +59.5% |
| 10Y | +319.9% | +2,028.5% | -1,708.6% | +318.7% |
| All | +477.6% | +3,431.9% | -2,954.3% | +475.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling