+130.4%
EXPE vs APA
+7.0%
+123.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -4.2% | +9.6% | -13.8% | -6.2% |
| 30D | -4.5% | -0.2% | -4.3% | -4.9% |
| 3M | -19.7% | +19.8% | -39.5% | -23.5% |
| 6M | +18.3% | +30.1% | -11.8% | +9.3% |
| YTD | -7.3% | +100.4% | -107.7% | -24.1% |
| 1Y | -3.9% | +105.2% | -109.1% | -22.0% |
| 3Y | +123.0% | +44.6% | +78.4% | +89.0% |
| 5Y | +47.9% | +88.8% | -40.9% | +11.4% |
| All | +130.4% | +7.0% | +123.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling