+296.4%
ARM vs APLD
+394.7%
-98.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.6% |
| 7D | +5.5% | +4.1% | +1.4% | +4.7% |
| 30D | -8.2% | -11.7% | +3.5% | -6.2% |
| 3M | -35.9% | -40.3% | +4.3% | -29.7% |
| 6M | +103.1% | -8.0% | +111.1% | +107.0% |
| YTD | +130.6% | +7.5% | +123.1% | +125.8% |
| 1Y | +86.1% | +84.0% | +2.1% | +65.7% |
| All | +296.4% | +394.7% | -98.3% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling