+17.1%
ALAB vs APLD
-53.8%
+70.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.7% | -3.5% | +1.0% |
| 7D | -26.3% | -12.7% | -13.6% | -20.2% |
| 30D | -50.1% | -34.7% | -15.4% | -37.5% |
| 3M | -42.5% | -46.1% | +3.6% | -21.5% |
| 6M | -10.8% | -64.9% | +54.0% | +45.0% |
| YTD | +14.6% | -36.6% | +51.2% | +32.1% |
| 1Y | +17.1% | -50.0% | +67.1% | +50.7% |
| All | +17.1% | -53.8% | +70.9% | +50.7% |
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