+29.0%
ALAB vs APD
+23.5%
+5.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -7.5% | -0.2% | -7.2% | -7.5% |
| 30D | -36.8% | +11.0% | -47.8% | -35.2% |
| 3M | -31.9% | +2.0% | -33.8% | -31.3% |
| 6M | +8.2% | +7.1% | +1.2% | +9.9% |
| YTD | +29.9% | +29.8% | +0.2% | +40.2% |
| All | +29.0% | +23.5% | +5.5% | +35.7% |
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