+431.5%
APLD vs SONY
+32.1%
+399.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.4% | -5.3% |
| 7D | -0.5% | -5.8% | +5.3% | +3.8% |
| 30D | -13.2% | -0.4% | -12.8% | -13.8% |
| 3M | -33.8% | +13.3% | -47.1% | -42.9% |
| 6M | -5.9% | +8.5% | -14.4% | -15.8% |
| YTD | +5.1% | -8.1% | +13.3% | +9.5% |
| 1Y | +51.8% | -17.9% | +69.7% | +70.6% |
| 3Y | +397.7% | +41.4% | +356.2% | +192.5% |
| All | +431.5% | +32.1% | +399.4% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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