+207.4%
ALAB vs APA
+51.3%
+156.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +5.7% |
| 7D | -26.3% | -15.5% | -10.8% | -23.5% |
| 30D | -50.1% | +2.4% | -52.5% | -50.3% |
| 3M | -42.5% | +22.8% | -65.3% | -45.8% |
| 6M | -10.8% | +17.9% | -28.8% | -15.9% |
| YTD | +14.6% | +87.7% | -73.0% | -11.5% |
| 1Y | +17.1% | +94.2% | -77.1% | -11.3% |
| All | +207.4% | +51.3% | +156.1% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling