+247.7%
APH vs ALB
-17.6%
+265.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.6% | -12.9% | -9.9% |
| 7D | -12.7% | +5.5% | -18.2% | -13.6% |
| 30D | -19.2% | -7.5% | -11.7% | -18.2% |
| 3M | -16.7% | -16.9% | +0.3% | -14.5% |
| 6M | +5.1% | -49.2% | +54.3% | +17.0% |
| YTD | +6.6% | -29.9% | +36.4% | +11.9% |
| 1Y | +3.9% | +8.2% | -4.3% | +2.2% |
| All | +247.7% | -17.6% | +265.3% | +229.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling