+883.4%
APH vs ALB
+33.3%
+850.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | -5.9% | +9.1% | -15.0% | -8.2% |
| 30D | -14.8% | -3.4% | -11.4% | -14.3% |
| 3M | -12.4% | -20.6% | +8.2% | -7.9% |
| 6M | +8.1% | -48.2% | +56.2% | +25.8% |
| YTD | +10.9% | -29.2% | +40.2% | +18.0% |
| 1Y | +8.8% | +10.0% | -1.2% | +3.1% |
| 3Y | +262.1% | -12.9% | +275.0% | +232.0% |
| 5Y | +283.1% | -61.3% | +344.4% | +324.4% |
| All | +883.4% | +33.3% | +850.1% | +560.3% |
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