+269.3%
APLD vs ABT
+1.9%
+267.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.4% | +7.6% |
| 7D | +7.8% | -5.4% | +13.2% | +9.3% |
| 30D | -23.0% | +8.0% | -31.0% | -25.3% |
| 3M | -39.7% | +0.2% | -39.9% | -40.1% |
| 6M | -59.8% | +34.1% | -94.0% | -65.7% |
| YTD | -27.0% | -10.6% | -16.4% | -22.1% |
| 1Y | -37.3% | -11.8% | -25.5% | -33.2% |
| 3Y | +281.9% | +23.9% | +258.0% | +155.3% |
| All | +269.3% | +1.9% | +267.4% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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