+249.5%
APLD vs TECH
-27.7%
+277.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | +19.6% | +0.2% | +19.4% | +19.5% |
| 30D | -24.5% | +0.5% | -25.0% | -24.7% |
| 3M | -45.6% | +1.0% | -46.5% | -45.9% |
| 6M | -61.4% | +54.1% | -115.5% | -70.2% |
| YTD | -30.9% | +24.4% | -55.3% | -42.7% |
| 1Y | -35.8% | +19.3% | -55.1% | -45.5% |
| 3Y | +261.4% | +28.5% | +232.9% | +146.4% |
| All | +249.5% | -27.7% | +277.1% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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