+403.2%
APLD vs NVTS
+41.3%
+361.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +0.4% |
| 7D | +4.1% | +2.7% | +1.4% | +3.4% |
| 30D | -11.7% | -4.5% | -7.3% | -10.9% |
| 3M | -40.3% | -61.5% | +21.3% | -27.5% |
| 6M | -8.0% | +28.0% | -35.9% | -16.5% |
| YTD | +7.5% | +65.3% | -57.7% | -7.4% |
| 1Y | +84.0% | +113.0% | -29.0% | +51.6% |
| All | +403.2% | +41.3% | +361.9% | +476.5% |
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