+37.8%
ALAB vs APLD
-41.0%
+78.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.4% | -0.6% | +2.8% |
| 7D | +3.4% | +7.8% | -4.4% | +0.3% |
| 30D | -28.8% | -23.0% | -5.8% | -18.1% |
| 3M | -26.0% | -39.7% | +13.7% | -4.9% |
| 6M | +11.4% | -59.8% | +71.2% | +68.8% |
| YTD | +38.8% | -27.0% | +65.8% | +48.3% |
| 1Y | +37.8% | -37.3% | +75.1% | +57.6% |
| All | +37.8% | -41.0% | +78.8% | +57.6% |
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