+497.8%
APA vs ALB
+2,835.3%
-2,337.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -1.5% |
| 7D | +0.5% | -8.1% | +8.6% | +3.8% |
| 30D | +23.4% | +6.3% | +17.1% | +20.3% |
| 3M | +12.7% | -23.6% | +36.3% | +23.2% |
| 6M | +39.4% | -24.6% | +64.0% | +49.9% |
| YTD | +79.0% | -10.3% | +89.2% | +76.1% |
| 1Y | +88.8% | +61.5% | +27.4% | +42.8% |
| 3Y | +6.4% | -34.0% | +40.3% | +2.9% |
| 5Y | +153.0% | -44.6% | +197.6% | +147.8% |
| 10Y | +7.5% | +76.1% | -68.6% | -35.7% |
| All | +497.8% | +2,835.3% | -2,337.5% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling