+483.7%
APLD vs OSCR
+286.5%
+197.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +6.8% |
| 7D | +16.6% | +10.7% | +5.9% | +14.0% |
| 30D | -3.1% | +18.3% | -21.4% | -6.9% |
| 3M | -30.9% | +20.5% | -51.4% | -34.1% |
| 6M | +12.6% | +138.5% | -125.9% | -9.8% |
| YTD | +15.5% | +129.7% | -114.3% | -6.6% |
| 1Y | +103.5% | +62.8% | +40.8% | +73.0% |
| 3Y | +446.5% | +411.8% | +34.7% | +194.7% |
| All | +483.7% | +286.5% | +197.2% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling