+229.3%
APLD vs NVO
-21.7%
+251.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -6.5% |
| 7D | +2.7% | +3.3% | -0.6% | +1.7% |
| 30D | -21.4% | +9.2% | -30.6% | -23.6% |
| 3M | -47.8% | -9.8% | -38.1% | -46.3% |
| 6M | -64.9% | -10.4% | -54.4% | -64.2% |
| YTD | -34.9% | -14.1% | -20.8% | -33.7% |
| 1Y | -30.7% | -11.1% | -19.7% | -30.6% |
| 3Y | +305.3% | -54.9% | +360.3% | +382.6% |
| All | +229.3% | -21.7% | +251.0% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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