+234.1%
ABT vs APD
+191.9%
+42.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -1.3% | +3.8% | -5.1% | -2.8% |
| 30D | +6.0% | +8.2% | -2.2% | +2.8% |
| 3M | -1.9% | +4.3% | -6.2% | -3.5% |
| 6M | +31.2% | +4.7% | +26.5% | +28.3% |
| YTD | -11.2% | +31.5% | -42.8% | -21.3% |
| 1Y | -14.0% | +23.5% | -37.5% | -21.9% |
| 3Y | +20.7% | +29.1% | -8.4% | +3.9% |
| 5Y | -6.7% | +15.9% | -22.6% | -17.7% |
| All | +234.1% | +191.9% | +42.2% | +66.9% |
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