+310.3%
APH vs ALB
-62.4%
+372.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +1.1% | +9.5% | -8.4% | -0.9% |
| 30D | -7.5% | -2.1% | -5.4% | -7.2% |
| 3M | -4.4% | -24.1% | +19.7% | +0.6% |
| 6M | +26.5% | -51.0% | +77.5% | +45.0% |
| YTD | +20.0% | -29.3% | +49.4% | +26.6% |
| 1Y | +16.9% | +3.2% | +13.7% | +14.0% |
| 3Y | +288.5% | -9.3% | +297.8% | +258.9% |
| 5Y | +310.3% | -61.6% | +371.9% | +344.7% |
| All | +310.3% | -62.4% | +372.7% | +344.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling