+431.5%
APLD vs OSCR
+281.5%
+150.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -5.6% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | -13.2% | +16.5% | -29.7% | -16.3% |
| 3M | -33.8% | +17.0% | -50.7% | -36.4% |
| 6M | -5.9% | +145.0% | -150.9% | -25.1% |
| YTD | +5.1% | +126.7% | -121.6% | -14.7% |
| 1Y | +51.8% | +67.2% | -15.4% | +28.4% |
| 3Y | +397.7% | +405.1% | -7.4% | +169.1% |
| All | +431.5% | +281.5% | +150.0% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling