+147.5%
ADI vs APLD
+502.3%
-354.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | -0.2% |
| 7D | +2.4% | +16.6% | -14.1% | +1.5% |
| 30D | -6.6% | -3.1% | -3.5% | -6.5% |
| 3M | -9.8% | -30.9% | +21.1% | -8.3% |
| 6M | +15.7% | +12.6% | +3.1% | +14.0% |
| YTD | +35.1% | +15.5% | +19.7% | +32.0% |
| 1Y | +47.7% | +103.5% | -55.8% | +38.8% |
| 3Y | +114.5% | +446.5% | -332.1% | +78.5% |
| All | +147.5% | +502.3% | -354.8% | +87.1% |
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