+443.7%
APLD vs ZBRA
-9.6%
+453.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.8% |
| 7D | +4.1% | +1.8% | +2.3% | +3.0% |
| 30D | -11.7% | -1.7% | -10.0% | -10.8% |
| 3M | -40.3% | +47.8% | -88.0% | -55.7% |
| 6M | -8.0% | +56.7% | -64.7% | -35.2% |
| YTD | +7.5% | +49.4% | -41.8% | -22.8% |
| 1Y | +84.0% | +16.5% | +67.5% | +55.3% |
| 3Y | +356.2% | +31.5% | +324.8% | +250.3% |
| All | +443.7% | -9.6% | +453.3% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling