+504.1%
AVGO vs APLD
+254.9%
+249.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.2% | +3.9% |
| 7D | 0.0% | -6.3% | +6.3% | +0.6% |
| 30D | -8.2% | -29.6% | +21.4% | -5.4% |
| 3M | -21.3% | -42.6% | +21.3% | -17.6% |
| 6M | -22.5% | -59.6% | +37.0% | -17.1% |
| YTD | -3.6% | -32.0% | +28.4% | -2.2% |
| 1Y | -6.7% | -46.9% | +40.3% | -4.0% |
| 3Y | +258.1% | +255.7% | +2.5% | +202.1% |
| All | +504.1% | +254.9% | +249.2% | +375.9% |
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