+444.7%
APLD vs OSCR
+283.7%
+161.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +0.2% | +1.6% | -1.4% | -0.2% |
| 30D | -15.2% | +10.7% | -25.9% | -17.3% |
| 3M | -36.3% | +13.4% | -49.6% | -38.4% |
| 6M | -7.4% | +144.6% | -151.9% | -26.2% |
| YTD | +7.7% | +128.0% | -120.3% | -12.7% |
| 1Y | +53.8% | +68.7% | -14.9% | +29.8% |
| 3Y | +407.1% | +398.8% | +8.3% | +175.3% |
| All | +444.7% | +283.7% | +161.0% | +291.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling