+38.6%
ALB vs APTV
-27.4%
+66.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.8% | -1.7% | -4.0% | -5.0% |
| 30D | -4.5% | -11.6% | +7.1% | +0.6% |
| 3M | -28.1% | -21.2% | -6.9% | -20.3% |
| 6M | -53.2% | -28.5% | -24.7% | -47.1% |
| YTD | -33.3% | -49.1% | +15.8% | -12.8% |
| 1Y | -17.4% | -52.2% | +34.8% | +11.3% |
| 3Y | -14.1% | -48.6% | +34.5% | +9.3% |
| 5Y | -64.0% | -77.3% | +13.2% | -35.8% |
| All | +38.6% | -27.4% | +66.0% | +89.5% |
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