-35.8%
APLD vs NSC
+18.2%
-54.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | +19.6% | +1.6% | +18.0% | +19.3% |
| 30D | -24.5% | +4.2% | -28.7% | -24.5% |
| 3M | -45.6% | -0.2% | -45.3% | -45.5% |
| 6M | -61.4% | +7.6% | -69.0% | -62.4% |
| YTD | -30.9% | +17.4% | -48.2% | -32.5% |
| 1Y | -35.8% | +18.3% | -54.1% | -39.4% |
| All | -35.8% | +18.2% | -54.1% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling