+229.3%
APLD vs BIIB
+21.5%
+207.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -6.9% | -6.1% |
| 7D | +2.7% | +2.0% | +0.7% | +2.2% |
| 30D | -21.4% | +8.8% | -30.3% | -23.0% |
| 3M | -47.8% | +20.3% | -68.1% | -50.4% |
| 6M | -64.9% | +23.9% | -88.8% | -67.2% |
| YTD | -34.9% | +44.0% | -78.9% | -41.8% |
| 1Y | -30.7% | +53.8% | -84.6% | -39.4% |
| 3Y | +305.3% | +13.8% | +291.5% | +285.0% |
| All | +229.3% | +21.5% | +207.8% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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