+267.2%
ALAB vs APD
+41.6%
+225.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +26.9% | +2.2% | +24.8% | +26.6% |
| 30D | -30.0% | +9.4% | -39.4% | -30.6% |
| 3M | -28.5% | +4.7% | -33.2% | -28.9% |
| 6M | +11.4% | +5.5% | +5.9% | +10.7% |
| YTD | +36.9% | +31.4% | +5.5% | +30.0% |
| 1Y | +44.4% | +24.1% | +20.3% | +38.4% |
| All | +267.2% | +41.6% | +225.6% | +270.6% |
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