+214.0%
ARM vs APLD
+160.5%
+53.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -14.7% | +1.6% | -10.1% |
| 7D | -27.1% | -27.0% | -0.1% | -22.3% |
| 30D | -44.9% | -44.1% | -0.8% | -38.2% |
| 3M | -39.3% | -52.6% | +13.3% | -29.9% |
| 6M | -20.2% | -64.5% | +44.3% | -2.8% |
| YTD | +52.5% | -42.2% | +94.7% | +69.1% |
| 1Y | +4.1% | -57.2% | +61.3% | +19.2% |
| All | +214.0% | +160.5% | +53.5% | +132.7% |
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