+483.7%
APLD vs ABNB
+8.5%
+475.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.1% | +11.4% | +10.2% |
| 7D | +16.6% | -4.4% | +20.9% | +19.9% |
| 30D | -3.1% | -2.0% | -1.1% | -3.0% |
| 3M | -30.9% | +29.8% | -60.7% | -45.7% |
| 6M | +12.6% | +31.0% | -18.4% | -11.8% |
| YTD | +15.5% | +28.6% | -13.1% | -10.0% |
| 1Y | +103.5% | +40.1% | +63.5% | +45.8% |
| 3Y | +446.5% | +19.7% | +426.8% | +330.7% |
| All | +483.7% | +8.5% | +475.2% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling