+190.1%
APLD vs NSC
+74.1%
+116.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.8% | +12.6% | +11.0% |
| 7D | -12.7% | -6.6% | -6.1% | -10.0% |
| 30D | -34.7% | +2.2% | -36.8% | -35.4% |
| 3M | -46.1% | -6.2% | -39.9% | -44.7% |
| 6M | -64.9% | +1.7% | -66.5% | -65.7% |
| YTD | -36.6% | +12.2% | -48.8% | -41.2% |
| 1Y | -50.0% | +15.4% | -65.4% | -54.5% |
| 3Y | +190.1% | +73.3% | +116.8% | +78.7% |
| All | +190.1% | +74.1% | +116.0% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling