+8.8%
APH vs ALC
+2.0%
+6.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +3.9% |
| 7D | -5.9% | +4.9% | -10.8% | -5.6% |
| 30D | -14.8% | +19.0% | -33.8% | -14.5% |
| 3M | -12.4% | +7.8% | -20.2% | -11.9% |
| 6M | +8.1% | +14.6% | -6.5% | +7.3% |
| YTD | +10.9% | -4.4% | +15.4% | +16.3% |
| 1Y | +8.8% | +1.4% | +7.4% | +13.3% |
| All | +8.8% | +2.0% | +6.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling