+207.4%
ALAB vs APLD
+261.6%
-54.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.7% | -3.5% | +3.8% |
| 7D | -26.3% | -12.7% | -13.6% | -23.3% |
| 30D | -50.1% | -34.7% | -15.4% | -44.2% |
| 3M | -42.5% | -46.1% | +3.6% | -32.9% |
| 6M | -10.8% | -64.9% | +54.0% | +13.7% |
| YTD | +14.6% | -36.6% | +51.2% | +28.7% |
| 1Y | +17.1% | -50.0% | +67.1% | +36.2% |
| All | +207.4% | +261.6% | -54.2% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling