+459.6%
APLD vs SHAK
+3.9%
+455.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -1.6% |
| 7D | +9.0% | -7.2% | +16.2% | +12.0% |
| 30D | -6.6% | -11.8% | +5.2% | -2.1% |
| 3M | -35.2% | +17.2% | -52.4% | -40.3% |
| 6M | +0.4% | -34.1% | +34.5% | +14.2% |
| YTD | +10.7% | -22.4% | +33.1% | +16.8% |
| 1Y | +78.6% | -35.9% | +114.5% | +102.1% |
| 3Y | +423.9% | -3.4% | +427.3% | +319.7% |
| All | +459.6% | +3.9% | +455.7% | +284.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling