+14.5%
ABT vs APD
+11.2%
+3.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -3.7% | -2.2% | -1.5% | -3.3% |
| 30D | +2.5% | +2.1% | +0.4% | +2.1% |
| 3M | +20.2% | +7.2% | +13.0% | +18.7% |
| 6M | -2.9% | +11.2% | -14.2% | -5.0% |
| YTD | -11.9% | +24.4% | -36.3% | -15.9% |
| 1Y | -16.5% | +6.7% | -23.2% | -18.0% |
| All | +14.5% | +11.2% | +3.4% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling