+443.7%
APLD vs BIIB
+5.9%
+437.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +4.1% | +1.1% | +3.0% | +3.8% |
| 30D | -11.7% | +6.9% | -18.6% | -13.3% |
| 3M | -40.3% | +12.4% | -52.7% | -42.7% |
| 6M | -8.0% | +16.3% | -24.2% | -12.8% |
| YTD | +7.5% | +25.5% | -17.9% | -0.4% |
| 1Y | +84.0% | +57.8% | +26.2% | +58.0% |
| 3Y | +356.2% | -17.3% | +373.6% | +376.5% |
| All | +443.7% | +5.9% | +437.8% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling