+127.4%
ADI vs APLD
+185.8%
-58.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.7% | -9.0% | 0.0% |
| 7D | -12.8% | -12.7% | -0.1% | -12.0% |
| 30D | -11.3% | -34.7% | +23.3% | -8.9% |
| 3M | -3.4% | -46.1% | +42.8% | +0.3% |
| 6M | -12.0% | -64.9% | +52.8% | -7.0% |
| YTD | +35.3% | -36.6% | +71.8% | +37.0% |
| 1Y | +58.1% | -50.0% | +108.0% | +61.3% |
| 3Y | +127.4% | +190.1% | -62.8% | +100.3% |
| All | +127.4% | +185.8% | -58.5% | +100.3% |
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