-16.8%
AVGO vs APLD
-53.8%
+37.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.7% | -9.0% | -1.5% |
| 7D | -9.9% | -12.7% | +2.8% | -7.3% |
| 30D | -22.0% | -34.7% | +12.7% | -14.7% |
| 3M | -30.0% | -46.1% | +16.1% | -20.8% |
| 6M | -30.7% | -64.9% | +34.1% | -15.9% |
| YTD | -14.7% | -36.6% | +21.9% | -14.6% |
| 1Y | -16.8% | -50.0% | +33.2% | -10.4% |
| All | -16.8% | -53.8% | +37.0% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling