+305.3%
APLD vs NVS
+90.8%
+214.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -5.9% | -5.8% |
| 7D | +2.7% | -1.3% | +4.0% | +2.5% |
| 30D | -21.4% | +9.3% | -30.7% | -20.5% |
| 3M | -47.8% | +5.8% | -53.6% | -47.3% |
| 6M | -64.9% | +7.2% | -72.1% | -64.6% |
| YTD | -34.9% | +20.0% | -54.8% | -32.8% |
| 1Y | -30.7% | +25.4% | -56.1% | -27.8% |
| 3Y | +305.3% | +89.2% | +216.1% | +266.1% |
| All | +305.3% | +90.8% | +214.5% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling