+103.5%
APLD vs NSC
+20.5%
+83.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.4% |
| 7D | +16.6% | -1.5% | +18.1% | +16.6% |
| 30D | -3.1% | -1.9% | -1.2% | -3.1% |
| 3M | -30.9% | +6.2% | -37.1% | -31.9% |
| 6M | +12.6% | +9.2% | +3.4% | +6.4% |
| YTD | +15.5% | +15.0% | +0.4% | +15.1% |
| 1Y | +103.5% | +21.1% | +82.4% | +99.9% |
| All | +103.5% | +20.5% | +83.1% | +99.9% |
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