+6,784.1%
ABT vs APD
+6,189.3%
+594.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +3.5% | -3.7% | +7.2% | +4.7% |
| 30D | +12.0% | +9.6% | +2.4% | +9.1% |
| 3M | +2.5% | +1.6% | +0.8% | +2.0% |
| 6M | +29.1% | +2.2% | +26.9% | +27.8% |
| YTD | -10.1% | +25.9% | -35.9% | -16.5% |
| 1Y | -9.8% | +20.1% | -30.0% | -15.3% |
| 3Y | +23.3% | +12.4% | +10.9% | +15.6% |
| 5Y | -2.4% | +11.1% | -13.5% | -9.0% |
| 10Y | +239.4% | +190.1% | +49.3% | +138.3% |
| All | +6,784.1% | +6,189.3% | +594.8% | +1,520.2% |
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