+209.7%
ABT vs APD
+162.9%
+46.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.1% |
| 7D | -4.7% | -4.6% | -0.2% | -2.9% |
| 30D | -3.1% | -4.2% | +1.1% | -1.5% |
| 3M | +16.1% | +5.0% | +11.2% | +13.5% |
| 6M | -5.3% | +8.9% | -14.3% | -9.2% |
| YTD | -14.4% | +21.9% | -36.4% | -21.9% |
| 1Y | -18.4% | +5.6% | -24.0% | -21.3% |
| 3Y | +11.2% | +6.9% | +4.3% | +3.4% |
| 5Y | -9.4% | +25.3% | -34.7% | -24.3% |
| 10Y | +209.7% | +169.1% | +40.7% | +54.4% |
| All | +209.7% | +162.9% | +46.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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