+185.7%
EXPE vs APA
+8.0%
+177.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.2% |
| 7D | -9.5% | +0.5% | -10.1% | -9.6% |
| 30D | -6.6% | +23.4% | -30.0% | -9.7% |
| 3M | +31.4% | +12.7% | +18.7% | +28.4% |
| 6M | +35.2% | +39.4% | -4.2% | +23.8% |
| YTD | +5.8% | +79.0% | -73.1% | -9.4% |
| 1Y | +38.7% | +88.8% | -50.2% | +15.8% |
| All | +185.7% | +8.0% | +177.7% | +135.1% |
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