+330.2%
APLD vs SHAK
+32.2%
+298.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.2% | -4.5% |
| 7D | +19.6% | +4.1% | +15.5% | +18.5% |
| 30D | -24.5% | +2.3% | -26.7% | -24.9% |
| 3M | -45.6% | -0.2% | -45.3% | -45.7% |
| 6M | -61.4% | +10.1% | -71.5% | -63.0% |
| YTD | -30.9% | -10.5% | -20.4% | -30.2% |
| 1Y | -35.8% | -22.4% | -13.4% | -32.5% |
| All | +330.2% | +32.2% | +298.0% | +272.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling