+84.0%
APLD vs PSKY
-26.0%
+110.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.7% |
| 7D | +4.1% | -0.2% | +4.2% | +4.0% |
| 30D | -11.7% | +24.0% | -35.7% | -11.1% |
| 3M | -40.3% | +2.2% | -42.4% | -40.2% |
| 6M | -8.0% | -9.0% | +1.0% | -9.6% |
| YTD | +7.5% | -18.1% | +25.7% | +6.6% |
| 1Y | +84.0% | -25.1% | +109.1% | +83.6% |
| All | +84.0% | -26.0% | +110.0% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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