+24.5%
ALAB vs APLD
-46.0%
+70.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.7% | +2.3% | -0.9% |
| 7D | -24.9% | -18.5% | -6.3% | -16.3% |
| 30D | -38.4% | -32.8% | -5.6% | -24.6% |
| 3M | -38.3% | -46.9% | +8.6% | -15.8% |
| 6M | +10.9% | -53.4% | +64.3% | +56.1% |
| YTD | +34.2% | -32.3% | +66.5% | +47.1% |
| 1Y | +24.5% | -46.5% | +71.0% | +52.9% |
| All | +24.5% | -46.0% | +70.5% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling