+305.3%
APLD vs NVTS
+44.1%
+261.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.4% | +0.6% | -4.3% |
| 7D | +2.7% | +3.9% | -1.2% | +1.9% |
| 30D | -21.4% | -4.3% | -17.1% | -20.1% |
| 3M | -47.8% | -34.5% | -13.4% | -42.4% |
| 6M | -64.9% | -57.7% | -7.2% | -58.5% |
| YTD | -34.9% | +25.4% | -60.2% | -39.5% |
| 1Y | -30.7% | +13.1% | -43.9% | -34.2% |
| 3Y | +305.3% | +48.9% | +256.4% | +308.0% |
| All | +305.3% | +44.1% | +261.2% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling