+24.5%
ALAB vs APD
+36.4%
-11.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -3.7% |
| 7D | -24.9% | +3.8% | -28.7% | -23.6% |
| 30D | -38.4% | +14.1% | -52.5% | -35.2% |
| 3M | -38.3% | +8.2% | -46.5% | -36.2% |
| 6M | +10.9% | +7.5% | +3.4% | +14.1% |
| YTD | +34.2% | +31.7% | +2.6% | +55.1% |
| 1Y | +24.5% | +35.1% | -10.6% | +45.1% |
| All | +24.5% | +36.4% | -11.8% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling