+258.1%
AVGO vs APLD
+251.2%
+7.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.2% | +3.9% |
| 7D | 0.0% | -6.3% | +6.3% | +0.8% |
| 30D | -8.2% | -29.6% | +21.4% | -4.1% |
| 3M | -21.3% | -42.6% | +21.3% | -15.9% |
| 6M | -22.5% | -59.6% | +37.0% | -14.5% |
| YTD | -3.6% | -32.0% | +28.4% | -1.8% |
| 1Y | -6.7% | -46.9% | +40.3% | -3.0% |
| 3Y | +258.1% | +255.7% | +2.5% | +183.3% |
| All | +258.1% | +251.2% | +7.0% | +183.3% |
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 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