+6,642.4%
ABT vs APD
+6,115.6%
+526.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -3.7% | -2.2% | -1.5% | -3.0% |
| 30D | +2.5% | +2.1% | +0.4% | +1.8% |
| 3M | +20.2% | +7.2% | +13.0% | +17.5% |
| 6M | -2.9% | +11.2% | -14.2% | -6.4% |
| YTD | -11.9% | +24.4% | -36.3% | -18.0% |
| 1Y | -16.5% | +6.7% | -23.2% | -18.9% |
| 3Y | +12.1% | +9.2% | +2.9% | +5.9% |
| 5Y | -7.4% | +27.4% | -34.8% | -17.2% |
| 10Y | +210.7% | +164.8% | +45.9% | +123.4% |
| All | +6,642.4% | +6,115.6% | +526.8% | +1,492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling