+190.1%
APLD vs ABNB
+54.2%
+135.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +11.7% | -1.9% | +3.7% |
| 7D | -12.7% | +15.6% | -28.3% | -19.3% |
| 30D | -34.7% | +18.3% | -53.0% | -40.6% |
| 3M | -46.1% | +25.3% | -71.4% | -54.0% |
| 6M | -64.9% | +35.8% | -100.7% | -72.0% |
| YTD | -36.6% | +40.0% | -76.6% | -50.9% |
| 1Y | -50.0% | +57.6% | -107.6% | -64.8% |
| 3Y | +190.1% | +60.8% | +129.3% | +73.9% |
| All | +190.1% | +54.2% | +135.9% | +73.9% |
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