+145.6%
EXPE vs ABCL
-81.3%
+226.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -9.5% | +0.7% | -10.2% | -9.6% |
| 30D | -6.6% | +93.1% | -99.7% | -11.5% |
| 3M | +31.4% | +79.4% | -48.1% | +24.7% |
| 6M | +35.2% | +214.9% | -179.7% | +22.2% |
| YTD | +5.8% | +234.2% | -228.4% | -5.2% |
| 1Y | +38.7% | +174.8% | -136.1% | +24.7% |
| 3Y | +175.8% | +104.5% | +71.3% | +144.0% |
| 5Y | +111.8% | -39.0% | +150.8% | +93.1% |
| All | +145.6% | -81.3% | +226.9% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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