+84.0%
APLD vs GDDY
-29.3%
+113.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +0.9% |
| 7D | +4.1% | +3.7% | +0.4% | +5.6% |
| 30D | -11.7% | +10.4% | -22.1% | -7.9% |
| 3M | -40.3% | +19.4% | -59.7% | -34.1% |
| 6M | -8.0% | +14.3% | -22.2% | +1.5% |
| YTD | +7.5% | -18.4% | +25.9% | +2.2% |
| 1Y | +84.0% | -30.1% | +114.1% | +68.4% |
| All | +84.0% | -29.3% | +113.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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