+384.5%
ALAB vs APTV
-42.9%
+427.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +5.2% |
| 7D | +9.6% | -1.2% | +10.8% | +10.4% |
| 30D | -5.3% | -10.6% | +5.4% | -0.5% |
| 3M | -12.0% | -35.0% | +23.0% | +6.5% |
| 6M | +145.7% | -38.9% | +184.6% | +206.0% |
| YTD | +80.7% | -41.5% | +122.2% | +128.9% |
| 1Y | +40.1% | -45.8% | +85.9% | +84.8% |
| All | +384.5% | -42.9% | +427.5% | +431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling