+110.4%
AAPL vs APLD
+255.7%
-145.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.1% | +2.2% |
| 7D | +3.7% | +3.1% | +0.6% | +3.4% |
| 30D | +4.2% | -29.4% | +33.6% | +5.2% |
| 3M | +12.0% | -42.8% | +54.8% | +13.8% |
| 6M | +19.8% | -59.5% | +79.2% | +22.6% |
| YTD | +29.3% | -31.8% | +61.2% | +28.8% |
| 1Y | +31.1% | -46.0% | +77.1% | +31.3% |
| 3Y | +94.9% | +252.0% | -157.1% | +69.9% |
| All | +110.4% | +255.7% | -145.3% | +77.4% |
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