+93.6%
AAPL vs APLD
+185.8%
-92.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.7% | -10.3% | -0.7% |
| 7D | -0.7% | -12.7% | +12.1% | -0.4% |
| 30D | +1.7% | -34.7% | +36.4% | +2.6% |
| 3M | +9.7% | -46.1% | +55.8% | +11.0% |
| 6M | +19.3% | -64.9% | +84.1% | +21.8% |
| YTD | +26.3% | -36.6% | +62.9% | +26.0% |
| 1Y | +27.4% | -50.0% | +77.3% | +27.6% |
| 3Y | +93.6% | +190.1% | -96.5% | +78.0% |
| All | +93.6% | +185.8% | -92.2% | +78.0% |
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