+151.2%
ADI vs APLD
+285.2%
-134.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.4% | -3.4% | +3.5% |
| 7D | +0.7% | +7.8% | -7.1% | +0.2% |
| 30D | +0.7% | -23.0% | +23.7% | +2.2% |
| 3M | +6.5% | -39.7% | +46.2% | +9.6% |
| 6M | -2.7% | -59.8% | +57.2% | +1.9% |
| YTD | +52.2% | -27.0% | +79.1% | +52.6% |
| 1Y | +77.5% | -37.3% | +114.8% | +78.5% |
| All | +151.2% | +285.2% | -134.0% | +123.4% |
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