+113.9%
AAPL vs APLD
+239.8%
-125.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +0.6% |
| 7D | +4.1% | +2.7% | +1.4% | +4.0% |
| 30D | +4.0% | -21.4% | +25.4% | +4.6% |
| 3M | +16.8% | -47.8% | +64.6% | +19.0% |
| 6M | +19.4% | -64.9% | +84.3% | +22.9% |
| YTD | +31.5% | -34.9% | +66.4% | +31.1% |
| 1Y | +31.0% | -30.7% | +61.7% | +29.9% |
| 3Y | +95.3% | +305.3% | -210.0% | +69.1% |
| All | +113.9% | +239.8% | -125.9% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling