+62,761.3%
APH vs ALB
+2,194.2%
+60,567.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.6% | -12.9% | -10.4% |
| 7D | -12.7% | +5.5% | -18.2% | -14.4% |
| 30D | -19.2% | -7.5% | -11.7% | -17.5% |
| 3M | -16.7% | -16.9% | +0.3% | -12.7% |
| 6M | +5.1% | -49.2% | +54.3% | +27.4% |
| YTD | +6.6% | -29.9% | +36.4% | +15.0% |
| 1Y | +3.9% | +8.2% | -4.3% | -2.6% |
| 3Y | +246.0% | -19.4% | +265.4% | +217.1% |
| 5Y | +268.0% | -61.6% | +329.6% | +305.5% |
| 10Y | +868.2% | +34.6% | +833.6% | +513.3% |
| All | +62,761.3% | +2,194.2% | +60,567.1% | +19,648.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling