+122.9%
APH vs ALB
-44.4%
+167.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -6.4% | -41.4% | -46.3% |
| 7D | -48.7% | -7.0% | -41.7% | -47.2% |
| 30D | -51.9% | +6.3% | -58.2% | -52.0% |
| 3M | -43.6% | -23.6% | -20.0% | -39.7% |
| 6M | -37.5% | -24.6% | -12.9% | -33.7% |
| YTD | -38.6% | -10.3% | -28.4% | -37.3% |
| 1Y | -26.3% | +61.5% | -87.8% | -33.8% |
| 3Y | +89.2% | -34.0% | +123.2% | +95.9% |
| All | +122.9% | -44.4% | +167.3% | +127.4% |
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