+269.3%
APLD vs NVT
+261.7%
+7.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +3.6% |
| 7D | +7.8% | +3.5% | +4.4% | +4.8% |
| 30D | -23.0% | -28.2% | +5.2% | +6.7% |
| 3M | -39.7% | -30.1% | -9.6% | -14.4% |
| 6M | -59.8% | -32.5% | -27.4% | -41.0% |
| YTD | -27.0% | +15.2% | -42.2% | -35.3% |
| 1Y | -37.3% | +7.2% | -44.5% | -39.9% |
| 3Y | +281.9% | +134.2% | +147.7% | +69.1% |
| All | +269.3% | +261.7% | +7.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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