+459.6%
APLD vs ADSK
+5.4%
+454.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.5% |
| 7D | +9.0% | -14.5% | +23.5% | +19.4% |
| 30D | -6.6% | -19.3% | +12.7% | +5.5% |
| 3M | -35.2% | -7.8% | -27.5% | -35.7% |
| 6M | +0.4% | -20.8% | +21.2% | +9.1% |
| YTD | +10.7% | -30.2% | +40.9% | +31.3% |
| 1Y | +78.6% | -36.5% | +115.0% | +130.4% |
| 3Y | +423.9% | -5.7% | +429.7% | +354.4% |
| All | +459.6% | +5.4% | +454.2% | +309.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling