+446.5%
APLD vs NVS
+55.0%
+391.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -13.9% | +21.3% | +6.3% |
| 7D | +16.6% | -14.6% | +31.2% | +15.4% |
| 30D | -3.1% | -11.9% | +8.8% | -3.9% |
| 3M | -30.9% | -6.0% | -24.9% | -31.8% |
| 6M | +12.6% | -11.4% | +24.0% | +11.0% |
| YTD | +15.5% | +2.9% | +12.5% | +16.5% |
| 1Y | +103.5% | +10.2% | +93.3% | +107.9% |
| 3Y | +446.5% | +55.3% | +391.2% | +421.5% |
| All | +446.5% | +55.0% | +391.6% | +421.5% |
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