+459.6%
APLD vs MARA
-43.3%
+502.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | +9.0% | +13.8% | -4.9% | +2.2% |
| 30D | -6.6% | +24.7% | -31.3% | -16.9% |
| 3M | -35.2% | -10.4% | -24.8% | -31.8% |
| 6M | +0.4% | +37.6% | -37.2% | -14.2% |
| YTD | +10.7% | +32.7% | -22.1% | -3.6% |
| 1Y | +78.6% | -25.2% | +103.7% | +98.9% |
| 3Y | +423.9% | +9.3% | +414.7% | +345.3% |
| All | +459.6% | -43.3% | +502.9% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling