+420.9%
APLD vs ADSK
-5.9%
+426.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.3% |
| 7D | +9.0% | -14.5% | +23.5% | +14.4% |
| 30D | -6.6% | -19.3% | +12.7% | -0.2% |
| 3M | -35.2% | -7.8% | -27.5% | -35.4% |
| 6M | +0.4% | -20.8% | +21.2% | +7.6% |
| YTD | +10.7% | -30.2% | +40.9% | +28.8% |
| 1Y | +78.6% | -36.5% | +115.0% | +124.4% |
| All | +420.9% | -5.9% | +426.8% | +358.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling