+8.6%
ALB vs APD
+36.4%
-27.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.7% |
| 7D | -2.1% | +3.8% | -5.9% | -3.1% |
| 30D | -9.0% | +14.1% | -23.1% | -12.6% |
| 3M | -21.1% | +8.2% | -29.3% | -22.8% |
| 6M | -49.9% | +7.5% | -57.4% | -51.3% |
| YTD | -32.3% | +31.7% | -63.9% | -32.7% |
| 1Y | +8.6% | +35.1% | -26.5% | +8.9% |
| All | +8.6% | +36.4% | -27.8% | +8.9% |
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