+249.6%
ALAB vs APA
+51.0%
+198.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.2% | +13.9% | +13.8% |
| 7D | -5.6% | -8.7% | +3.2% | -3.7% |
| 30D | -36.6% | -2.4% | -34.2% | -36.2% |
| 3M | -35.1% | +19.0% | -54.1% | -38.4% |
| 6M | +8.5% | +26.8% | -18.3% | -0.1% |
| YTD | +30.4% | +87.3% | -57.0% | +0.7% |
| 1Y | +31.0% | +92.3% | -61.2% | -0.4% |
| All | +249.6% | +51.0% | +198.6% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling