+243.9%
APLD vs MARA
-65.1%
+309.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.8% | -5.4% |
| 7D | -6.3% | +2.5% | -8.9% | -7.3% |
| 30D | -29.6% | -23.9% | -5.6% | -18.5% |
| 3M | -42.6% | -23.2% | -19.4% | -34.6% |
| 6M | -59.6% | -43.3% | -16.3% | -46.2% |
| YTD | -32.0% | -18.3% | -13.7% | -24.1% |
| 1Y | -46.9% | -52.9% | +5.9% | -23.4% |
| 3Y | +255.7% | -23.6% | +279.3% | +273.9% |
| All | +243.9% | -65.1% | +309.0% | +197.3% |
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