+443.7%
APLD vs PSKY
-66.7%
+510.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +4.1% | -0.2% | +4.2% | +4.1% |
| 30D | -11.7% | +24.0% | -35.7% | -16.5% |
| 3M | -40.3% | +2.2% | -42.4% | -40.8% |
| 6M | -8.0% | -9.0% | +1.0% | -6.9% |
| YTD | +7.5% | -18.1% | +25.7% | +10.6% |
| 1Y | +84.0% | -25.1% | +109.1% | +89.8% |
| 3Y | +356.2% | -16.3% | +372.6% | +298.2% |
| All | +443.7% | -66.7% | +510.4% | +678.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling