+229.3%
APLD vs NSC
+40.2%
+189.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -4.5% |
| 7D | +2.7% | +2.5% | +0.2% | +0.9% |
| 30D | -21.4% | +1.7% | -23.1% | -22.6% |
| 3M | -47.8% | -2.6% | -45.3% | -47.1% |
| 6M | -64.9% | +6.4% | -71.3% | -67.6% |
| YTD | -34.9% | +15.5% | -50.4% | -44.1% |
| 1Y | -30.7% | +17.6% | -48.3% | -42.0% |
| 3Y | +305.3% | +75.0% | +230.4% | +103.1% |
| All | +229.3% | +40.2% | +189.1% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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