+606.8%
EXPE vs APTV
+143.1%
+463.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -11.2% | -4.3% | -6.9% | -8.8% |
| 30D | -7.5% | -9.7% | +2.2% | -2.3% |
| 3M | -19.1% | -20.6% | +1.5% | -9.5% |
| 6M | +10.7% | -31.7% | +42.4% | +28.5% |
| YTD | -9.9% | -48.0% | +38.1% | +18.5% |
| 1Y | -4.6% | -52.1% | +47.5% | +30.9% |
| 3Y | +116.8% | -47.9% | +164.7% | +169.4% |
| 5Y | +38.6% | -76.9% | +115.5% | +154.8% |
| 10Y | +115.9% | -26.7% | +142.6% | +104.5% |
| All | +606.8% | +143.1% | +463.7% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling