+248.5%
ALAB vs APD
+39.9%
+208.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -7.5% | -0.2% | -7.2% | -7.3% |
| 30D | -36.8% | +11.0% | -47.8% | -37.5% |
| 3M | -31.9% | +2.0% | -33.8% | -31.9% |
| 6M | +8.2% | +7.1% | +1.2% | +7.1% |
| YTD | +29.9% | +29.8% | +0.2% | +23.5% |
| 1Y | +24.4% | +24.0% | +0.4% | +19.1% |
| All | +248.5% | +39.9% | +208.6% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling