+244.7%
APLD vs ABNB
+18.3%
+226.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.4% |
| 7D | +3.1% | +11.2% | -8.1% | -4.4% |
| 30D | -29.4% | +14.7% | -44.1% | -36.4% |
| 3M | -42.8% | +6.9% | -49.6% | -46.8% |
| 6M | -59.5% | +34.5% | -94.0% | -69.3% |
| YTD | -31.8% | +40.2% | -72.0% | -50.6% |
| 1Y | -46.0% | +57.4% | -103.5% | -64.7% |
| 3Y | +252.0% | +64.7% | +187.3% | +111.2% |
| All | +244.7% | +18.3% | +226.4% | +135.8% |
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