+172.3%
APLD vs NVD
-98.8%
+271.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.7% | -1.2% | +11.3% |
| 7D | +3.1% | +23.8% | -20.7% | +15.5% |
| 30D | -29.4% | +57.0% | -86.4% | -11.0% |
| 3M | -42.8% | +41.6% | -84.3% | -29.0% |
| 6M | -59.5% | +17.6% | -77.0% | -50.5% |
| YTD | -31.8% | -21.4% | -10.4% | -24.3% |
| 1Y | -46.0% | -23.3% | -22.8% | -39.0% |
| 3Y | +252.0% | -98.7% | +350.7% | +104.3% |
| All | +172.3% | -98.8% | +271.1% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling