+174.2%
EXPE vs APD
+9.1%
+165.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -9.5% | -2.2% | -7.3% | -9.1% |
| 30D | -6.6% | +2.1% | -8.7% | -7.0% |
| 3M | +31.4% | +7.2% | +24.2% | +29.2% |
| 6M | +35.2% | +11.2% | +23.9% | +31.1% |
| YTD | +5.8% | +24.4% | -18.6% | -0.9% |
| 1Y | +38.7% | +6.7% | +32.0% | +35.4% |
| All | +174.2% | +9.1% | +165.0% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling