+71.0%
AAPL vs APLD
+351.5%
-280.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.6% |
| 7D | +0.1% | +4.1% | -4.0% | 0.0% |
| 30D | +3.0% | -11.7% | +14.7% | +3.2% |
| 3M | +2.9% | -40.3% | +43.2% | +4.1% |
| 6M | +22.1% | -8.0% | +30.1% | +21.6% |
| YTD | +18.0% | +7.5% | +10.5% | +16.5% |
| 1Y | +33.9% | +84.0% | -50.1% | +29.7% |
| All | +71.0% | +351.5% | -280.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 3y: compounded portfolio wealth divided by compounded APLD 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…
3y analysis · Full analysis span regression · 6 months rolling