+134.3%
ALB vs APTV
+143.1%
-8.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -3.8% |
| 7D | +5.3% | -4.3% | +9.5% | +7.2% |
| 30D | -6.3% | -9.7% | +3.4% | -2.1% |
| 3M | -27.4% | -20.6% | -6.8% | -19.7% |
| 6M | -53.1% | -31.7% | -21.4% | -45.7% |
| YTD | -32.3% | -48.0% | +15.7% | -12.2% |
| 1Y | -7.3% | -52.1% | +44.8% | +25.0% |
| 3Y | -14.9% | -47.9% | +33.0% | +7.9% |
| 5Y | -62.0% | -76.9% | +14.9% | -31.7% |
| 10Y | +33.0% | -26.7% | +59.7% | +40.5% |
| All | +134.3% | +143.1% | -8.8% | -1.5% |
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 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