+134.1%
ALB vs APTV
+138.4%
-4.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.5% |
| 7D | -3.6% | -5.0% | +1.4% | -1.3% |
| 30D | -2.9% | -12.3% | +9.4% | +2.8% |
| 3M | -25.8% | -19.9% | -5.9% | -18.3% |
| 6M | -53.6% | -29.4% | -24.2% | -47.1% |
| YTD | -32.4% | -49.0% | +16.6% | -11.4% |
| 1Y | -13.0% | -53.1% | +40.1% | +18.5% |
| 3Y | -15.0% | -48.9% | +33.9% | +8.8% |
| 5Y | -63.5% | -77.2% | +13.7% | -33.9% |
| 10Y | +34.7% | -26.8% | +61.5% | +42.2% |
| All | +134.1% | +138.4% | -4.3% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling