+443.7%
APLD vs MARA
-46.2%
+489.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.0% |
| 7D | +4.1% | +6.0% | -1.9% | +1.0% |
| 30D | -11.7% | +0.6% | -12.3% | -13.1% |
| 3M | -40.3% | -18.5% | -21.8% | -34.4% |
| 6M | -8.0% | +21.7% | -29.7% | -16.5% |
| YTD | +7.5% | +25.9% | -18.4% | -4.0% |
| 1Y | +84.0% | -25.1% | +109.2% | +105.5% |
| 3Y | +356.2% | -5.7% | +362.0% | +310.5% |
| All | +443.7% | -46.2% | +489.9% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling