+45.7%
APA vs ALB
-13.2%
+58.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.2% |
| 7D | +9.6% | -3.6% | +13.2% | +10.4% |
| 30D | -0.2% | -2.9% | +2.6% | +0.1% |
| 3M | +19.8% | -25.8% | +45.7% | +26.8% |
| 6M | +30.1% | -53.6% | +83.6% | +51.3% |
| YTD | +100.4% | -32.4% | +132.8% | +108.4% |
| 1Y | +105.2% | -13.0% | +118.2% | +98.5% |
| All | +45.7% | -13.2% | +58.9% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling