+207.4%
ALAB vs APH
+173.9%
+33.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.1% | +1.3% |
| 7D | -26.3% | -5.9% | -20.3% | -20.0% |
| 30D | -50.1% | -14.8% | -35.3% | -38.5% |
| 3M | -42.5% | -12.4% | -30.0% | -31.2% |
| 6M | -10.8% | +8.1% | -18.9% | -13.8% |
| YTD | +14.6% | +10.9% | +3.7% | +1.9% |
| 1Y | +17.1% | +8.8% | +8.4% | +7.3% |
| All | +207.4% | +173.9% | +33.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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