+855.0%
EXPE vs APD
+812.6%
+42.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.1% |
| 7D | -9.5% | -2.2% | -7.3% | -8.3% |
| 30D | -6.6% | +2.1% | -8.7% | -7.8% |
| 3M | +31.4% | +7.2% | +24.2% | +24.9% |
| 6M | +35.2% | +11.2% | +23.9% | +24.6% |
| YTD | +5.8% | +24.4% | -18.6% | -9.8% |
| 1Y | +38.7% | +6.7% | +32.0% | +29.2% |
| 3Y | +175.8% | +9.2% | +166.5% | +140.5% |
| 5Y | +111.8% | +27.4% | +84.5% | +65.0% |
| 10Y | +179.7% | +164.8% | +14.9% | +25.0% |
| All | +855.0% | +812.6% | +42.4% | +104.0% |
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