+74.0%
ALB vs APD
+165.5%
-91.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.7% |
| 7D | -8.1% | -2.2% | -5.9% | -6.5% |
| 30D | +6.3% | +2.1% | +4.2% | +4.9% |
| 3M | -23.6% | +7.2% | -30.7% | -27.4% |
| 6M | -24.6% | +11.2% | -35.9% | -30.5% |
| YTD | -10.3% | +24.4% | -34.7% | -24.3% |
| 1Y | +61.5% | +6.7% | +54.8% | +50.0% |
| 3Y | -34.0% | +9.2% | -43.2% | -40.9% |
| 5Y | -44.6% | +27.4% | -71.9% | -57.1% |
| All | +74.0% | +165.5% | -91.5% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling