+446.5%
APLD vs ZBRA
+34.1%
+412.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.8% | +10.2% | +9.0% |
| 7D | +16.6% | +2.6% | +14.0% | +14.7% |
| 30D | -3.1% | -6.4% | +3.2% | +0.6% |
| 3M | -30.9% | +51.3% | -82.1% | -48.6% |
| 6M | +12.6% | +60.5% | -47.9% | -20.5% |
| YTD | +15.5% | +45.2% | -29.7% | -13.7% |
| 1Y | +103.5% | +12.3% | +91.2% | +79.2% |
| 3Y | +446.5% | +37.5% | +409.0% | +279.2% |
| All | +446.5% | +34.1% | +412.5% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling