+31.4%
ALB vs APD
+185.9%
-154.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.0% |
| 7D | +9.1% | -3.7% | +12.7% | +11.9% |
| 30D | -3.4% | +9.6% | -13.0% | -9.9% |
| 3M | -20.6% | +1.6% | -22.2% | -21.7% |
| 6M | -48.2% | +2.2% | -50.3% | -49.2% |
| YTD | -29.2% | +25.9% | -55.1% | -41.0% |
| 1Y | +10.0% | +20.1% | -10.1% | -6.0% |
| 3Y | -12.9% | +12.4% | -25.3% | -24.0% |
| 5Y | -61.3% | +11.1% | -72.4% | -66.5% |
| All | +31.4% | +185.9% | -154.5% | -48.9% |
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 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