-35.8%
APLD vs MARA
-51.9%
+16.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.0% | +0.6% | -0.6% |
| 7D | +19.6% | +22.4% | -2.8% | +1.4% |
| 30D | -24.5% | -21.0% | -3.5% | -8.7% |
| 3M | -45.6% | -25.3% | -20.3% | -33.3% |
| 6M | -61.4% | -43.4% | -18.0% | -41.4% |
| YTD | -30.9% | -19.8% | -11.1% | -24.2% |
| 1Y | -35.8% | -50.0% | +14.2% | +9.6% |
| All | -35.8% | -51.9% | +16.1% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling