+427.3%
APLD vs NVDX
+772.1%
-344.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.2% | -10.2% | +10.4% | +4.5% |
| 30D | -15.2% | -7.3% | -7.9% | -12.9% |
| 3M | -36.3% | +5.5% | -41.8% | -38.3% |
| 6M | -7.4% | +18.3% | -25.7% | -14.9% |
| YTD | +7.7% | +11.4% | -3.7% | +1.1% |
| 1Y | +53.8% | +12.7% | +41.1% | +41.5% |
| All | +427.3% | +772.1% | -344.8% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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