+23.3%
ABT vs APD
+11.7%
+11.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +3.5% | -3.7% | +7.2% | +4.3% |
| 30D | +12.0% | +9.6% | +2.4% | +10.2% |
| 3M | +2.5% | +1.6% | +0.8% | +2.1% |
| 6M | +29.1% | +2.2% | +26.9% | +28.5% |
| YTD | -10.1% | +25.9% | -35.9% | -14.3% |
| 1Y | -9.8% | +20.1% | -30.0% | -13.4% |
| 3Y | +23.3% | +12.4% | +10.9% | +18.6% |
| All | +23.3% | +11.7% | +11.6% | +18.6% |
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