+459.6%
APLD vs OTIS
-0.5%
+460.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.2% |
| 7D | +9.0% | -2.2% | +11.1% | +10.9% |
| 30D | -6.6% | -4.3% | -2.3% | -3.3% |
| 3M | -35.2% | -2.2% | -33.1% | -35.4% |
| 6M | +0.4% | -19.9% | +20.3% | +21.0% |
| YTD | +10.7% | -19.3% | +30.0% | +30.5% |
| 1Y | +78.6% | -19.6% | +98.1% | +108.3% |
| 3Y | +423.9% | -11.5% | +435.5% | +345.0% |
| All | +459.6% | -0.5% | +460.1% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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