+189.3%
ALAB vs APH
+163.1%
+26.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.3% | -10.3% | -8.4% |
| 7D | -38.2% | -12.7% | -25.5% | -26.5% |
| 30D | -54.0% | -19.2% | -34.8% | -39.6% |
| 3M | -43.6% | -16.7% | -27.0% | -28.5% |
| 6M | -16.8% | +5.1% | -21.9% | -16.9% |
| YTD | +7.9% | +6.6% | +1.3% | +0.6% |
| 1Y | -1.4% | +3.9% | -5.3% | -4.5% |
| All | +189.3% | +163.1% | +26.3% | -10.6% |
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