+189.3%
ALAB vs APD
+37.7%
+151.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.9% | -16.7% | -19.3% |
| 7D | -38.2% | -0.7% | -37.5% | -38.1% |
| 30D | -54.0% | +10.1% | -64.1% | -54.4% |
| 3M | -43.6% | +4.9% | -48.5% | -43.9% |
| 6M | -16.8% | +2.5% | -19.3% | -17.0% |
| YTD | +7.9% | +27.8% | -19.9% | +2.8% |
| 1Y | -1.4% | +32.9% | -34.2% | -8.3% |
| All | +189.3% | +37.7% | +151.6% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling