+483.7%
APLD vs BIIB
+1.9%
+481.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.8% | +11.1% | +8.3% |
| 7D | +16.6% | -1.6% | +18.2% | +16.9% |
| 30D | -3.1% | +2.2% | -5.3% | -3.8% |
| 3M | -30.9% | +10.3% | -41.2% | -33.5% |
| 6M | +12.6% | +14.9% | -2.3% | +6.7% |
| YTD | +15.5% | +20.7% | -5.3% | +7.9% |
| 1Y | +103.5% | +50.3% | +53.2% | +76.9% |
| 3Y | +446.5% | -18.0% | +464.5% | +470.7% |
| All | +483.7% | +1.9% | +481.8% | +461.3% |
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