+33,639.5%
APH vs ALB
+2,835.3%
+30,804.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -6.4% | -41.4% | -45.8% |
| 7D | -48.7% | -7.0% | -41.7% | -46.6% |
| 30D | -51.9% | +6.3% | -58.2% | -52.2% |
| 3M | -43.6% | -23.6% | -20.0% | -38.0% |
| 6M | -37.5% | -24.6% | -12.9% | -32.0% |
| YTD | -38.6% | -10.3% | -28.4% | -37.1% |
| 1Y | -26.3% | +61.5% | -87.8% | -38.5% |
| 3Y | +89.2% | -34.0% | +123.2% | +90.5% |
| 5Y | +119.8% | -44.6% | +164.4% | +119.9% |
| 10Y | +454.3% | +76.1% | +378.2% | +230.5% |
| All | +33,639.5% | +2,835.3% | +30,804.2% | +9,970.9% |
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