+446.5%
APLD vs PSKY
-12.8%
+459.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +7.4% |
| 7D | +16.6% | +2.4% | +14.2% | +16.3% |
| 30D | -3.1% | +17.5% | -20.6% | -4.4% |
| 3M | -30.9% | +4.4% | -35.3% | -31.2% |
| 6M | +12.6% | -9.0% | +21.6% | +12.9% |
| YTD | +15.5% | -18.6% | +34.1% | +16.8% |
| 1Y | +103.5% | -27.7% | +131.2% | +106.8% |
| 3Y | +446.5% | -16.9% | +463.4% | +459.7% |
| All | +446.5% | -12.8% | +459.3% | +459.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling