+244.7%
APLD vs BIIB
+22.2%
+222.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +6.9% |
| 7D | +3.1% | +2.4% | +0.7% | +2.7% |
| 30D | -29.4% | +12.9% | -42.3% | -31.5% |
| 3M | -42.8% | +22.6% | -65.3% | -45.8% |
| 6M | -59.5% | +31.7% | -91.2% | -62.8% |
| YTD | -31.8% | +44.8% | -76.6% | -39.2% |
| 1Y | -46.0% | +63.9% | -109.9% | -53.8% |
| 3Y | +252.0% | +13.5% | +238.5% | +235.1% |
| All | +244.7% | +22.2% | +222.5% | +216.4% |
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