+227.4%
APLD vs MARA
-34.3%
+261.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +8.0% | +1.7% | +5.0% |
| 7D | -12.7% | -6.2% | -6.5% | -8.7% |
| 30D | -34.7% | -38.7% | +4.0% | -11.8% |
| 3M | -46.1% | -40.4% | -5.7% | -27.3% |
| 6M | -64.9% | -51.3% | -13.6% | -46.3% |
| YTD | -36.6% | -29.3% | -7.3% | -22.2% |
| 1Y | -50.0% | -60.2% | +10.2% | -16.3% |
| All | +227.4% | -34.3% | +261.7% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling