+38.7%
EXPE vs APTV
-39.9%
+78.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.7% | -2.3% |
| 7D | -9.5% | +4.8% | -14.3% | -10.4% |
| 30D | -6.6% | +2.0% | -8.6% | -7.1% |
| 3M | +31.4% | -34.2% | +65.6% | +45.6% |
| 6M | +35.2% | -34.7% | +69.9% | +52.2% |
| YTD | +5.8% | -37.0% | +42.8% | +20.2% |
| 1Y | +38.7% | -40.4% | +79.1% | +63.5% |
| All | +38.7% | -39.9% | +78.6% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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