-26.3%
APH vs ALB
+60.9%
-87.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -6.4% | -41.4% | -45.9% |
| 7D | -48.7% | -7.0% | -41.7% | -46.8% |
| 30D | -51.9% | +6.3% | -58.2% | -51.6% |
| 3M | -43.6% | -23.6% | -20.0% | -39.6% |
| 6M | -37.5% | -24.6% | -12.9% | -33.9% |
| YTD | -38.6% | -10.3% | -28.4% | -35.6% |
| 1Y | -26.3% | +61.5% | -87.8% | -19.7% |
| All | -26.3% | +60.9% | -87.3% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling