+249.6%
ALAB vs APLD
+288.8%
-39.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.5% | +6.2% | +11.8% |
| 7D | -5.6% | +3.1% | -8.7% | -5.8% |
| 30D | -36.6% | -29.4% | -7.2% | -30.5% |
| 3M | -35.1% | -42.8% | +7.7% | -25.4% |
| 6M | +8.5% | -59.5% | +68.0% | +34.1% |
| YTD | +30.4% | -31.8% | +62.2% | +43.8% |
| 1Y | +31.0% | -46.0% | +77.1% | +49.8% |
| All | +249.6% | +288.8% | -39.2% | +257.8% |
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