+92.0%
AAPL vs APLD
+461.1%
-369.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.6% |
| 7D | +0.1% | +4.1% | -4.0% | -0.1% |
| 30D | +3.0% | -11.7% | +14.7% | +3.3% |
| 3M | +2.9% | -40.3% | +43.2% | +4.5% |
| 6M | +22.1% | -8.0% | +30.1% | +21.4% |
| YTD | +18.0% | +7.5% | +10.5% | +16.0% |
| 1Y | +33.9% | +84.0% | -50.1% | +28.1% |
| 3Y | +71.2% | +356.2% | -285.1% | +48.3% |
| All | +92.0% | +461.1% | -369.1% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling