+117.6%
ABBV vs APLD
+239.8%
-122.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.2% |
| 7D | +1.3% | +2.7% | -1.4% | +1.3% |
| 30D | +4.7% | -21.4% | +26.1% | +4.6% |
| 3M | +18.3% | -47.8% | +66.2% | +18.1% |
| 6M | +43.4% | -64.9% | +108.3% | +43.0% |
| YTD | +33.0% | -34.9% | +67.9% | +32.8% |
| 1Y | +30.8% | -30.7% | +61.6% | +30.7% |
| 3Y | +135.1% | +305.3% | -170.2% | +136.1% |
| All | +117.6% | +239.8% | -122.2% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling