-57.7%
ADBE vs APLD
+185.8%
-243.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.7% | -12.6% | -2.8% |
| 7D | -4.4% | -12.7% | +8.3% | -4.5% |
| 30D | +2.8% | -34.7% | +37.5% | +2.5% |
| 3M | -8.0% | -46.1% | +38.1% | -8.4% |
| 6M | -4.3% | -64.9% | +60.5% | -4.5% |
| YTD | -31.6% | -36.6% | +5.0% | -32.5% |
| 1Y | -26.9% | -50.0% | +23.1% | -27.7% |
| 3Y | -57.7% | +190.1% | -247.8% | -61.3% |
| All | -57.7% | +185.8% | -243.5% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling