+400.4%
ALAB vs APH
+50.4%
+350.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -47.8% | +52.3% | +36.8% |
| 7D | +2.1% | -48.7% | +50.8% | +36.4% |
| 30D | -2.5% | -51.9% | +49.4% | +39.9% |
| 3M | -13.3% | -43.6% | +30.2% | +7.2% |
| 6M | +172.8% | -37.5% | +210.4% | +197.7% |
| YTD | +86.6% | -38.6% | +125.2% | +97.3% |
| 1Y | +65.2% | -26.3% | +91.5% | +38.4% |
| All | +400.4% | +50.4% | +350.0% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling