+87.3%
ALB vs APTV
-21.3%
+108.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -1.6% |
| 7D | -8.6% | -1.2% | -7.4% | -8.4% |
| 30D | -4.0% | -10.6% | +6.6% | +0.8% |
| 3M | -17.4% | -35.0% | +17.6% | -0.7% |
| 6M | -25.4% | -38.9% | +13.5% | -9.5% |
| YTD | -10.5% | -41.5% | +31.0% | +10.2% |
| 1Y | +75.8% | -45.8% | +121.6% | +124.5% |
| 3Y | -28.5% | -55.7% | +27.2% | -2.1% |
| 5Y | -45.1% | -70.1% | +25.0% | -12.8% |
| 10Y | +87.3% | -19.1% | +106.4% | +132.3% |
| All | +87.3% | -21.3% | +108.6% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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