-1.4%
EXPE vs APD
+24.7%
-26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.2% |
| 7D | -17.8% | -1.2% | -16.6% | -17.5% |
| 30D | -3.2% | +11.0% | -14.3% | -3.6% |
| 3M | -19.0% | +2.6% | -21.5% | -19.2% |
| 6M | +17.7% | +4.8% | +12.9% | +18.4% |
| YTD | -7.8% | +31.0% | -38.8% | -10.3% |
| 1Y | -1.4% | +23.4% | -24.7% | -2.1% |
| All | -1.4% | +24.7% | -26.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling