+403.2%
APLD vs ABNB
+30.7%
+372.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.8% |
| 7D | +4.1% | -4.0% | +8.0% | +6.5% |
| 30D | -11.7% | +19.3% | -31.0% | -22.4% |
| 3M | -40.3% | +36.1% | -76.3% | -52.7% |
| 6M | -8.0% | +34.2% | -42.2% | -26.2% |
| YTD | +7.5% | +34.1% | -26.5% | -14.9% |
| 1Y | +84.0% | +45.1% | +38.9% | +35.1% |
| All | +403.2% | +30.7% | +372.6% | +321.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling