-46.5%
APLD vs SHAK
-21.2%
-25.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.8% | -10.6% | -7.4% |
| 7D | -18.5% | +8.3% | -26.9% | -20.1% |
| 30D | -32.8% | +16.7% | -49.5% | -35.1% |
| 3M | -46.9% | +10.0% | -56.8% | -48.1% |
| 6M | -53.4% | -23.8% | -29.6% | -48.8% |
| YTD | -32.3% | -10.3% | -22.0% | -28.5% |
| 1Y | -46.5% | -22.9% | -23.6% | -38.8% |
| All | -46.5% | -21.2% | -25.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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