+713.2%
EXPE vs APD
+845.9%
-132.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -11.2% | -0.2% | -11.0% | -10.8% |
| 30D | -7.5% | +11.0% | -18.5% | -12.8% |
| 3M | -19.1% | +1.3% | -20.4% | -19.4% |
| 6M | +10.7% | +6.4% | +4.4% | +6.0% |
| YTD | -9.9% | +28.9% | -38.8% | -24.5% |
| 1Y | -4.6% | +23.2% | -27.9% | -18.2% |
| 3Y | +116.8% | +26.3% | +90.5% | +75.0% |
| 5Y | +38.6% | +12.0% | +26.5% | +18.2% |
| 10Y | +115.9% | +183.2% | -67.3% | -7.2% |
| All | +713.2% | +845.9% | -132.7% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling