+229.3%
APLD vs SHAK
+23.7%
+205.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.2% | -8.9% | -7.0% |
| 7D | +2.7% | +4.3% | -1.6% | +1.0% |
| 30D | -21.4% | +9.0% | -30.5% | -24.2% |
| 3M | -47.8% | +1.8% | -49.7% | -48.6% |
| 6M | -64.9% | +17.3% | -82.2% | -67.9% |
| YTD | -34.9% | -7.6% | -27.2% | -36.1% |
| 1Y | -30.7% | -16.9% | -13.8% | -29.5% |
| 3Y | +305.3% | +35.1% | +270.3% | +174.9% |
| All | +229.3% | +23.7% | +205.6% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling