+169.0%
ADI vs APLD
+255.7%
-86.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.5% | +1.0% | +8.1% |
| 7D | -4.4% | +3.1% | -7.5% | -4.6% |
| 30D | -2.8% | -29.4% | +26.6% | -1.0% |
| 3M | +1.5% | -42.8% | +44.3% | +4.6% |
| 6M | -4.7% | -59.5% | +54.8% | -0.5% |
| YTD | +46.8% | -31.8% | +78.6% | +47.6% |
| 1Y | +74.9% | -46.0% | +120.9% | +77.2% |
| 3Y | +147.4% | +252.0% | -104.6% | +111.4% |
| All | +169.0% | +255.7% | -86.8% | +109.3% |
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