+189.3%
ALAB vs APLD
+229.5%
-40.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -14.7% | -4.9% | -15.9% |
| 7D | -38.2% | -27.0% | -11.2% | -32.7% |
| 30D | -54.0% | -44.1% | -9.9% | -46.5% |
| 3M | -43.6% | -52.6% | +8.9% | -32.2% |
| 6M | -16.8% | -64.5% | +47.7% | +6.3% |
| YTD | +7.9% | -42.2% | +50.1% | +24.0% |
| 1Y | -1.4% | -57.2% | +55.8% | +18.7% |
| All | +189.3% | +229.5% | -40.2% | +208.4% |
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