+342.0%
APLD vs NVD
-99.2%
+441.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -3.4% |
| 7D | +9.0% | +0.5% | +8.4% | +9.2% |
| 30D | -6.6% | -9.3% | +2.7% | -8.5% |
| 3M | -35.2% | -22.1% | -13.2% | -38.2% |
| 6M | +0.4% | -45.8% | +46.2% | -12.7% |
| YTD | +10.7% | -46.7% | +57.4% | -0.7% |
| 1Y | +78.6% | -59.5% | +138.0% | +51.4% |
| 3Y | +423.9% | -99.2% | +523.1% | +139.8% |
| All | +342.0% | -99.2% | +441.2% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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