+272.3%
ALAB vs APD
+41.2%
+231.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.7% |
| 7D | +3.4% | -1.2% | +4.6% | +3.6% |
| 30D | -28.8% | +11.0% | -39.8% | -29.5% |
| 3M | -26.0% | +2.6% | -28.6% | -26.1% |
| 6M | +11.4% | +4.8% | +6.5% | +10.7% |
| YTD | +38.8% | +31.0% | +7.8% | +31.8% |
| 1Y | +37.8% | +23.4% | +14.4% | +32.3% |
| All | +272.3% | +41.2% | +231.1% | +275.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling