+154.8%
APA vs ALB
-44.4%
+199.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -2.0% |
| 7D | +0.5% | -8.1% | +8.6% | +2.8% |
| 30D | +23.4% | +6.3% | +17.1% | +21.2% |
| 3M | +12.7% | -23.6% | +36.3% | +20.2% |
| 6M | +39.4% | -24.6% | +64.0% | +47.0% |
| YTD | +79.0% | -10.3% | +89.2% | +76.3% |
| 1Y | +88.8% | +61.5% | +27.4% | +51.2% |
| 3Y | +6.4% | -34.0% | +40.3% | +4.4% |
| All | +154.8% | -44.4% | +199.2% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling