+2,885.9%
ALB vs APD
+2,694.6%
+191.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.8% |
| 7D | -8.1% | -2.2% | -5.9% | -6.7% |
| 30D | +6.3% | +2.1% | +4.2% | +5.1% |
| 3M | -23.6% | +7.2% | -30.7% | -26.8% |
| 6M | -24.6% | +11.2% | -35.9% | -29.6% |
| YTD | -10.3% | +24.4% | -34.7% | -22.2% |
| 1Y | +61.5% | +6.7% | +54.8% | +51.5% |
| 3Y | -34.0% | +9.2% | -43.2% | -39.5% |
| 5Y | -44.6% | +27.4% | -71.9% | -54.1% |
| 10Y | +76.1% | +164.8% | -88.7% | -5.2% |
| All | +2,885.9% | +2,694.6% | +191.2% | +542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling