+400.4%
ALAB vs APLD
+513.3%
-112.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +9.3% |
| 7D | +7.2% | +4.1% | +3.2% | +6.3% |
| 30D | -2.5% | -11.7% | +9.2% | +0.2% |
| 3M | -13.3% | -40.3% | +27.0% | -2.7% |
| 6M | +172.8% | -8.0% | +180.8% | +176.3% |
| YTD | +86.6% | +7.5% | +79.0% | +83.2% |
| 1Y | +65.2% | +84.0% | -18.9% | +47.6% |
| All | +400.4% | +513.3% | -112.9% | +355.8% |
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 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