+172.8%
ALAB vs APLD
-2.9%
+175.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +8.8% |
| 7D | +7.2% | +4.1% | +3.2% | +5.1% |
| 30D | -2.5% | -11.7% | +9.2% | +3.4% |
| 3M | -13.3% | -40.3% | +27.0% | +7.2% |
| 6M | +172.8% | -8.0% | +180.8% | +169.8% |
| All | +172.8% | -2.9% | +175.7% | +169.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling