+24.8%
ALAB vs APD
+21.8%
+3.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.0% | +11.7% | +14.1% |
| 7D | -5.6% | -1.6% | -4.0% | -6.0% |
| 30D | -36.6% | +10.6% | -47.2% | -35.0% |
| 3M | -35.1% | +2.5% | -37.6% | -34.5% |
| 6M | +8.5% | +6.0% | +2.6% | +10.1% |
| YTD | +30.4% | +28.4% | +1.9% | +41.0% |
| All | +24.8% | +21.8% | +3.1% | +32.2% |
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