+1,059.7%
APH vs ALB
+75.7%
+984.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.0% |
| 7D | +5.0% | -8.1% | +13.0% | +7.1% |
| 30D | -3.9% | +6.3% | -10.1% | -5.7% |
| 3M | +13.0% | -23.6% | +36.5% | +20.1% |
| 6M | +25.2% | -24.6% | +49.8% | +32.1% |
| YTD | +22.9% | -10.3% | +33.2% | +23.7% |
| 1Y | +47.8% | +61.5% | -13.6% | +26.2% |
| 3Y | +283.0% | -34.0% | +317.0% | +286.8% |
| 5Y | +349.7% | -44.6% | +394.2% | +351.7% |
| All | +1,059.7% | +75.7% | +984.0% | +607.0% |
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 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