+446.5%
APLD vs SHAK
+1.3%
+445.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.2% | +8.2% |
| 7D | +16.6% | -0.3% | +16.9% | +16.6% |
| 30D | -3.1% | -5.2% | +2.1% | -1.6% |
| 3M | -30.9% | +27.3% | -58.1% | -36.5% |
| 6M | +12.6% | -27.9% | +40.5% | +21.9% |
| YTD | +15.5% | -17.0% | +32.4% | +19.2% |
| 1Y | +103.5% | -30.9% | +134.5% | +121.4% |
| 3Y | +446.5% | +3.4% | +443.2% | +349.2% |
| All | +446.5% | +1.3% | +445.3% | +349.2% |
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