+228.3%
ABT vs APD
+187.0%
+41.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +11.6% | +11.0% | +0.6% | +7.1% |
| 3M | +2.3% | +1.3% | +1.0% | +1.8% |
| 6M | +32.7% | +6.4% | +26.4% | +29.0% |
| YTD | -9.6% | +28.9% | -38.6% | -19.3% |
| 1Y | -10.1% | +23.2% | -33.3% | -18.4% |
| 3Y | +25.2% | +26.3% | -1.1% | +8.8% |
| 5Y | -4.5% | +12.0% | -16.6% | -14.6% |
| 10Y | +228.3% | +183.2% | +45.1% | +63.1% |
| All | +228.3% | +187.0% | +41.3% | +63.1% |
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