+898.1%
APLD vs NVDL
+1,259.0%
-360.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -4.2% |
| 7D | +2.7% | -24.8% | +27.5% | +14.2% |
| 30D | -21.4% | -48.0% | +26.6% | +1.9% |
| 3M | -47.8% | -51.5% | +3.7% | -30.8% |
| 6M | -64.9% | -54.9% | -10.0% | -52.6% |
| YTD | -34.9% | -39.2% | +4.4% | -21.8% |
| 1Y | -30.7% | -41.1% | +10.4% | -15.9% |
| 3Y | +305.3% | +262.9% | +42.4% | +191.6% |
| All | +898.1% | +1,259.0% | -360.8% | +477.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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