+174.6%
ARM vs APLD
+191.7%
-17.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.7% | -5.0% | +2.8% |
| 7D | -15.2% | -12.7% | -2.5% | -12.8% |
| 30D | -40.7% | -34.7% | -6.0% | -35.5% |
| 3M | -39.1% | -46.1% | +7.0% | -31.3% |
| 6M | -26.4% | -64.9% | +38.4% | -10.6% |
| YTD | +59.7% | -36.6% | +96.3% | +73.7% |
| 1Y | +10.3% | -50.0% | +60.3% | +23.0% |
| 3Y | +228.9% | +190.1% | +38.7% | +130.4% |
| All | +174.6% | +191.7% | -17.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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