+955.2%
APH vs ALB
+34.3%
+920.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.1% |
| 7D | -5.0% | +5.3% | -10.3% | -6.5% |
| 30D | -8.4% | -6.3% | -2.1% | -7.1% |
| 3M | -4.5% | -27.4% | +22.9% | +2.7% |
| 6M | +25.3% | -53.1% | +78.4% | +49.6% |
| YTD | +18.9% | -32.3% | +51.2% | +27.8% |
| 1Y | +11.9% | -7.3% | +19.2% | +10.8% |
| 3Y | +278.0% | -14.9% | +292.9% | +248.2% |
| 5Y | +306.4% | -62.0% | +368.5% | +351.7% |
| 10Y | +955.2% | +33.0% | +922.2% | +597.8% |
| All | +955.2% | +34.3% | +920.9% | +597.8% |
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 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