+244.7%
APLD vs NVTS
+15.6%
+229.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.3% | -3.7% | +4.4% |
| 7D | +3.1% | +20.8% | -17.7% | -2.0% |
| 30D | -29.4% | -11.1% | -18.3% | -26.7% |
| 3M | -42.8% | -31.0% | -11.7% | -36.4% |
| 6M | -59.5% | -47.4% | -12.1% | -53.4% |
| YTD | -31.8% | +34.2% | -66.0% | -40.5% |
| 1Y | -46.0% | +22.2% | -68.2% | -51.6% |
| 3Y | +252.0% | +68.4% | +183.6% | +142.8% |
| All | +244.7% | +15.6% | +229.2% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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