+117.1%
ABBV vs APLD
+260.6%
-143.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | +2.2% | +19.6% | -17.5% | +2.2% |
| 30D | +8.0% | -24.5% | +32.4% | +7.9% |
| 3M | +19.1% | -45.6% | +64.7% | +18.8% |
| 6M | +43.5% | -61.4% | +105.0% | +43.2% |
| YTD | +32.7% | -30.9% | +63.6% | +32.6% |
| 1Y | +30.0% | -35.8% | +65.8% | +29.9% |
| 3Y | +134.7% | +261.4% | -126.7% | +135.7% |
| All | +117.1% | +260.6% | -143.5% | +112.4% |
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