+135.5%
EXPE vs APA
+24.2%
+111.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.2% |
| 7D | -9.3% | -15.5% | +6.2% | -7.6% |
| 30D | +0.1% | +2.4% | -2.2% | -0.6% |
| 3M | -15.3% | +22.8% | -38.1% | -18.4% |
| 6M | +5.5% | +17.9% | -12.5% | +1.7% |
| YTD | -8.0% | +87.7% | -95.6% | -22.4% |
| 1Y | +18.9% | +94.2% | -75.3% | -1.1% |
| 3Y | +135.5% | +27.2% | +108.3% | +96.1% |
| All | +135.5% | +24.2% | +111.3% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling