+142.4%
GILD vs APD
+22.2%
+120.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.8% | -3.3% | -1.6% | -4.1% |
| 30D | +5.8% | -4.2% | +9.9% | +6.8% |
| 3M | +14.9% | +5.4% | +9.5% | +13.3% |
| 6M | -0.4% | +6.3% | -6.6% | -2.1% |
| YTD | +18.5% | +20.3% | -1.8% | +12.9% |
| 1Y | +25.1% | +1.6% | +23.5% | +23.9% |
| 3Y | +105.9% | +4.0% | +101.9% | +101.2% |
| All | +142.4% | +22.2% | +120.2% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling