-45.0%
ADBE vs APLD
+255.7%
-300.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -1.0% |
| 7D | -5.6% | +3.1% | -8.7% | -5.7% |
| 30D | -2.0% | -29.4% | +27.3% | -1.4% |
| 3M | -10.5% | -42.8% | +32.3% | -9.6% |
| 6M | -6.2% | -59.5% | +53.3% | -4.8% |
| YTD | -32.2% | -31.8% | -0.4% | -33.1% |
| 1Y | -27.4% | -46.0% | +18.6% | -27.9% |
| 3Y | -58.9% | +252.0% | -310.9% | -65.2% |
| All | -45.0% | +255.7% | -300.8% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling