+431.5%
APLD vs SHAK
+1.8%
+429.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.2% |
| 7D | -0.5% | -11.0% | +10.5% | +4.0% |
| 30D | -13.2% | -14.0% | +0.9% | -8.0% |
| 3M | -33.8% | +13.3% | -47.0% | -38.1% |
| 6M | -5.9% | -35.3% | +29.4% | +7.8% |
| YTD | +5.1% | -24.0% | +29.1% | +11.9% |
| 1Y | +51.8% | -36.7% | +88.5% | +72.7% |
| 3Y | +397.7% | -5.4% | +403.1% | +302.0% |
| All | +431.5% | +1.8% | +429.8% | +268.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling