+51.8%
APLD vs SHAK
-37.3%
+89.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.6% |
| 7D | -0.5% | -11.0% | +10.5% | +1.8% |
| 30D | -13.2% | -14.0% | +0.9% | -10.6% |
| 3M | -33.8% | +13.3% | -47.0% | -36.0% |
| 6M | -5.9% | -35.3% | +29.4% | +4.3% |
| YTD | +5.1% | -24.0% | +29.1% | +15.9% |
| 1Y | +51.8% | -36.7% | +88.5% | +78.8% |
| All | +51.8% | -37.3% | +89.1% | +78.8% |
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