+105.4%
AAPL vs APLD
+230.9%
-125.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.7% | -10.3% | -0.9% |
| 7D | -0.7% | -12.7% | +12.1% | -0.3% |
| 30D | +1.7% | -34.7% | +36.4% | +3.0% |
| 3M | +9.7% | -46.1% | +55.8% | +11.6% |
| 6M | +19.3% | -64.9% | +84.1% | +22.8% |
| YTD | +26.3% | -36.6% | +62.9% | +26.0% |
| 1Y | +27.4% | -50.0% | +77.3% | +27.9% |
| 3Y | +93.6% | +190.1% | -96.5% | +70.2% |
| All | +105.4% | +230.9% | -125.4% | +73.7% |
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