+444.7%
APLD vs NRG
+228.5%
+216.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.3% |
| 7D | +0.2% | -4.7% | +4.9% | +3.9% |
| 30D | -15.2% | -6.0% | -9.2% | -11.5% |
| 3M | -36.3% | -8.0% | -28.3% | -33.9% |
| 6M | -7.4% | -23.2% | +15.8% | +9.6% |
| YTD | +7.7% | -28.1% | +35.8% | +33.7% |
| 1Y | +53.8% | -27.3% | +81.0% | +90.7% |
| 3Y | +407.1% | +208.7% | +198.4% | +116.7% |
| All | +444.7% | +228.5% | +216.2% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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