+82.3%
ABBV vs APLD
+502.3%
-420.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.4% | -10.4% | -3.0% |
| 7D | -4.3% | +16.6% | -20.9% | -4.3% |
| 30D | +1.1% | -3.1% | +4.2% | +1.1% |
| 3M | +12.3% | -30.9% | +43.2% | +12.3% |
| 6M | +9.8% | +12.6% | -2.8% | +9.8% |
| YTD | +11.5% | +15.5% | -4.0% | +11.5% |
| 1Y | +22.3% | +103.5% | -81.3% | +22.4% |
| 3Y | +85.2% | +446.5% | -361.4% | +86.3% |
| All | +82.3% | +502.3% | -420.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling