+459.6%
APLD vs NVS
+71.5%
+388.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | +9.0% | -15.4% | +24.3% | +15.3% |
| 30D | -6.6% | -12.3% | +5.7% | -3.2% |
| 3M | -35.2% | -7.8% | -27.4% | -35.3% |
| 6M | +0.4% | -13.0% | +13.4% | +3.8% |
| YTD | +10.7% | +2.8% | +7.9% | +5.0% |
| 1Y | +78.6% | +10.6% | +67.9% | +60.8% |
| 3Y | +423.9% | +55.1% | +368.9% | +211.4% |
| All | +459.6% | +71.5% | +388.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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