+229.3%
APLD vs ABNB
+16.1%
+213.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -7.9% |
| 7D | +2.7% | -1.7% | +4.4% | +3.5% |
| 30D | -21.4% | +11.8% | -33.2% | -28.2% |
| 3M | -47.8% | +0.9% | -48.7% | -49.5% |
| 6M | -64.9% | +40.5% | -105.4% | -74.3% |
| YTD | -34.9% | +37.6% | -72.5% | -52.4% |
| 1Y | -30.7% | +54.1% | -84.9% | -54.2% |
| 3Y | +305.3% | +56.8% | +248.6% | +152.4% |
| All | +229.3% | +16.1% | +213.2% | +127.2% |
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