+0.3%
APA vs ALB
+33.3%
-33.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.3% |
| 7D | -15.5% | +9.1% | -24.6% | -18.5% |
| 30D | +2.4% | -3.4% | +5.8% | +3.2% |
| 3M | +22.8% | -20.6% | +43.4% | +32.7% |
| 6M | +17.9% | -48.2% | +66.1% | +48.7% |
| YTD | +87.7% | -29.2% | +116.9% | +99.3% |
| 1Y | +94.2% | +10.0% | +84.2% | +67.6% |
| 3Y | +27.2% | -12.9% | +40.1% | +3.9% |
| 5Y | +74.1% | -61.3% | +135.4% | +98.4% |
| All | +0.3% | +33.3% | -33.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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