-11.9%
ALB vs APD
+29.2%
-41.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +1.1% | -1.2% | +2.2% | +1.6% |
| 30D | -2.6% | +11.0% | -13.6% | -9.0% |
| 3M | -25.6% | +2.6% | -28.1% | -26.9% |
| 6M | -54.0% | +4.8% | -58.9% | -55.5% |
| YTD | -31.6% | +31.0% | -62.6% | -42.8% |
| 1Y | -6.6% | +23.4% | -29.9% | -19.4% |
| All | -11.9% | +29.2% | -41.1% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling