+114.8%
ABBV vs APLD
+230.9%
-116.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.7% | -8.7% | +1.1% |
| 7D | -1.2% | -12.7% | +11.5% | -1.3% |
| 30D | +8.0% | -34.7% | +42.7% | +7.8% |
| 3M | +20.2% | -46.1% | +66.3% | +19.9% |
| 6M | +44.0% | -64.9% | +108.8% | +43.6% |
| YTD | +31.3% | -36.6% | +67.9% | +31.1% |
| 1Y | +37.0% | -50.0% | +86.9% | +36.7% |
| 3Y | +128.0% | +190.1% | -62.2% | +128.7% |
| All | +114.8% | +230.9% | -116.0% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling