+103.1%
ARM vs APLD
-2.9%
+106.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +2.9% |
| 7D | +5.5% | +4.1% | +1.4% | +3.1% |
| 30D | -8.2% | -11.7% | +3.5% | -2.4% |
| 3M | -35.9% | -40.3% | +4.3% | -15.5% |
| 6M | +103.1% | -8.0% | +111.1% | +112.3% |
| All | +103.1% | -2.9% | +106.0% | +112.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling