+269.3%
APLD vs NVS
+100.0%
+169.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.0% |
| 7D | +7.8% | -2.8% | +10.7% | +9.0% |
| 30D | -23.0% | +11.5% | -34.4% | -26.1% |
| 3M | -39.7% | +3.7% | -43.4% | -41.5% |
| 6M | -59.8% | +10.4% | -70.2% | -62.8% |
| YTD | -27.0% | +19.8% | -46.8% | -34.7% |
| 1Y | -37.3% | +26.6% | -63.9% | -45.9% |
| 3Y | +281.9% | +90.1% | +191.8% | +99.0% |
| All | +269.3% | +100.0% | +169.3% | +37.2% |
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