+269.3%
APLD vs SONY
+48.8%
+220.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.0% |
| 7D | +7.8% | +2.1% | +5.7% | +5.0% |
| 30D | -23.0% | +9.2% | -32.2% | -29.5% |
| 3M | -39.7% | +12.2% | -51.9% | -46.6% |
| 6M | -59.8% | +24.4% | -84.3% | -68.7% |
| YTD | -27.0% | +3.5% | -30.4% | -32.1% |
| 1Y | -37.3% | -9.2% | -28.2% | -34.8% |
| 3Y | +281.9% | +55.6% | +226.3% | +109.0% |
| All | +269.3% | +48.8% | +220.5% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling