-5.9%
APLD vs GILD
-0.8%
-5.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.9% |
| 7D | -0.5% | -4.2% | +3.7% | +0.2% |
| 30D | -13.2% | +6.7% | -19.8% | -14.9% |
| 3M | -33.8% | +20.0% | -53.7% | -41.8% |
| 6M | -5.9% | -1.3% | -4.6% | +18.7% |
| All | -5.9% | -0.8% | -5.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 6mo: compounded portfolio wealth divided by compounded GILD 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…
6mo analysis · Full analysis span regression · 6 months rolling