+218.8%
APLD vs NVDX
+357.5%
-138.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -4.1% |
| 7D | +2.7% | -24.7% | +27.4% | +14.7% |
| 30D | -21.4% | -48.2% | +26.7% | +3.3% |
| 3M | -47.8% | -51.9% | +4.0% | -29.7% |
| 6M | -64.9% | -55.6% | -9.2% | -51.7% |
| YTD | -34.9% | -41.5% | +6.7% | -20.1% |
| 1Y | -30.7% | -44.0% | +13.2% | -13.8% |
| 3Y | +305.3% | +262.2% | +43.1% | +259.3% |
| All | +218.8% | +357.5% | -138.8% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling