+61.5%
ALB vs APD
+6.0%
+55.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.2% |
| 7D | -8.1% | -2.2% | -5.9% | -7.5% |
| 30D | +6.3% | +2.1% | +4.2% | +6.0% |
| 3M | -23.6% | +7.2% | -30.7% | -24.6% |
| 6M | -24.6% | +11.2% | -35.9% | -25.1% |
| YTD | -10.3% | +24.4% | -34.7% | -10.2% |
| 1Y | +61.5% | +6.7% | +54.8% | +58.7% |
| All | +61.5% | +6.0% | +55.4% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling