-46.5%
APLD vs OSCR
+104.5%
-151.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.6% | -15.3% | -9.3% |
| 7D | -18.5% | +15.5% | -34.0% | -22.2% |
| 30D | -32.8% | +8.5% | -41.3% | -34.6% |
| 3M | -46.9% | +15.8% | -62.7% | -49.8% |
| 6M | -53.4% | +89.5% | -142.9% | -64.7% |
| YTD | -32.3% | +144.9% | -177.1% | -55.4% |
| 1Y | -46.5% | +105.1% | -151.6% | -63.1% |
| All | -46.5% | +104.5% | -151.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling