+249.6%
ALAB vs APD
+38.4%
+211.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.0% | +11.7% | +13.5% |
| 7D | -5.6% | -1.6% | -4.0% | -5.3% |
| 30D | -36.6% | +10.6% | -47.2% | -37.3% |
| 3M | -35.1% | +2.5% | -37.6% | -35.2% |
| 6M | +8.5% | +6.0% | +2.6% | +7.6% |
| YTD | +30.4% | +28.4% | +1.9% | +24.1% |
| 1Y | +31.0% | +22.2% | +8.9% | +25.7% |
| All | +249.6% | +38.4% | +211.2% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling