+244.7%
APLD vs SIMO
+150.7%
+94.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.7% | +1.8% | +4.9% |
| 7D | +3.1% | -8.2% | +11.2% | +7.8% |
| 30D | -29.4% | -34.6% | +5.2% | -14.3% |
| 3M | -42.8% | -32.6% | -10.2% | -32.7% |
| 6M | -59.5% | -31.8% | -27.6% | -53.6% |
| YTD | -31.8% | +87.6% | -119.4% | -55.3% |
| 1Y | -46.0% | +86.7% | -132.7% | -64.2% |
| 3Y | +252.0% | +227.4% | +24.6% | +82.7% |
| All | +244.7% | +150.7% | +94.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling