-46.5%
APLD vs ADSK
-10.6%
-35.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.0% | -13.8% | -3.8% |
| 7D | -18.5% | +11.4% | -30.0% | -14.5% |
| 30D | -32.8% | +21.9% | -54.7% | -27.0% |
| 3M | -46.9% | +13.9% | -60.7% | -42.7% |
| 6M | -53.4% | +9.1% | -62.5% | -47.7% |
| YTD | -32.3% | -8.8% | -23.5% | -19.4% |
| 1Y | -46.5% | -10.2% | -36.3% | -34.8% |
| All | -46.5% | -10.6% | -35.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling