+244.7%
APLD vs MARA
-68.4%
+313.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.6% | +3.0% | +5.3% |
| 7D | +3.1% | +3.3% | -0.2% | +2.2% |
| 30D | -29.4% | -31.2% | +1.8% | -13.8% |
| 3M | -42.8% | -34.2% | -8.6% | -29.4% |
| 6M | -59.5% | -48.7% | -10.8% | -43.1% |
| YTD | -31.8% | -26.1% | -5.8% | -19.7% |
| 1Y | -46.0% | -58.2% | +12.1% | -17.2% |
| 3Y | +252.0% | -28.1% | +280.1% | +284.2% |
| All | +244.7% | -68.4% | +313.2% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling