+18.9%
EXPE vs APD
+24.7%
-5.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.6% |
| 7D | -9.3% | -3.7% | -5.7% | -8.6% |
| 30D | +0.1% | +9.6% | -9.5% | +0.3% |
| 3M | -15.3% | +1.6% | -17.0% | -14.9% |
| 6M | +5.5% | +2.2% | +3.3% | +6.8% |
| YTD | -8.0% | +25.9% | -33.8% | -9.9% |
| 1Y | +18.9% | +20.1% | -1.3% | +16.8% |
| All | +18.9% | +24.7% | -5.8% | +16.8% |
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