+431.5%
APLD vs ADSK
+8.0%
+423.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -6.5% |
| 7D | -0.5% | -10.9% | +10.4% | +6.2% |
| 30D | -13.2% | -15.9% | +2.7% | -4.5% |
| 3M | -33.8% | -4.4% | -29.4% | -35.9% |
| 6M | -5.9% | -16.6% | +10.7% | -1.6% |
| YTD | +5.1% | -28.5% | +33.7% | +22.8% |
| 1Y | +51.8% | -34.6% | +86.5% | +92.2% |
| 3Y | +397.7% | -3.5% | +401.1% | +324.9% |
| All | +431.5% | +8.0% | +423.6% | +283.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling