-63.4%
ALB vs APD
+16.4%
-79.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -5.8% | +3.8% | -9.6% | -8.0% |
| 30D | -4.5% | +8.2% | -12.7% | -9.5% |
| 3M | -28.1% | +4.3% | -32.4% | -30.1% |
| 6M | -53.2% | +4.7% | -57.9% | -54.7% |
| YTD | -33.3% | +31.5% | -64.9% | -44.7% |
| 1Y | -17.4% | +23.5% | -41.0% | -29.2% |
| 3Y | -14.1% | +29.1% | -43.3% | -29.1% |
| All | -63.4% | +16.4% | -79.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling