+171.7%
APLD vs NVD
-98.6%
+270.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.1% | +4.4% |
| 7D | -6.3% | +43.9% | -50.2% | +11.8% |
| 30D | -29.6% | +74.0% | -103.6% | -7.1% |
| 3M | -42.6% | +48.3% | -90.9% | -27.2% |
| 6M | -59.6% | +30.3% | -89.9% | -48.4% |
| YTD | -32.0% | -12.9% | -19.1% | -21.0% |
| 1Y | -46.9% | -4.0% | -43.0% | -34.6% |
| 3Y | +255.7% | -98.5% | +354.1% | +121.3% |
| All | +171.7% | -98.6% | +270.3% | +61.5% |
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