+305.3%
APLD vs GSK
+65.8%
+239.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -5.6% |
| 7D | +2.7% | +1.1% | +1.6% | +3.1% |
| 30D | -21.4% | +6.3% | -27.8% | -19.6% |
| 3M | -47.8% | +1.8% | -49.7% | -47.0% |
| 6M | -64.9% | +1.7% | -66.5% | -64.2% |
| YTD | -34.9% | +6.5% | -41.4% | -31.9% |
| 1Y | -30.7% | +9.5% | -40.2% | -26.9% |
| 3Y | +305.3% | +65.3% | +240.0% | +418.2% |
| All | +305.3% | +65.8% | +239.5% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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