+244.7%
APLD vs NSC
+39.3%
+205.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +6.1% |
| 7D | +3.1% | -5.4% | +8.4% | +7.8% |
| 30D | -29.4% | +2.9% | -32.3% | -31.3% |
| 3M | -42.8% | -2.2% | -40.6% | -42.2% |
| 6M | -59.5% | +5.3% | -64.7% | -62.3% |
| YTD | -31.8% | +14.8% | -46.6% | -41.3% |
| 1Y | -46.0% | +16.6% | -62.6% | -54.5% |
| 3Y | +252.0% | +78.6% | +173.4% | +69.9% |
| All | +244.7% | +39.3% | +205.5% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling