+563.0%
AVGO vs APLD
+260.6%
+302.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.4% | +10.9% | +6.0% |
| 7D | +25.0% | +19.6% | +5.4% | +22.9% |
| 30D | +2.0% | -24.5% | +26.4% | +4.4% |
| 3M | -12.3% | -45.6% | +33.3% | -7.8% |
| 6M | -12.8% | -61.4% | +48.6% | -6.3% |
| YTD | +5.9% | -30.9% | +36.7% | +7.1% |
| 1Y | +3.3% | -35.8% | +39.2% | +4.9% |
| 3Y | +293.1% | +261.4% | +31.7% | +230.9% |
| All | +563.0% | +260.6% | +302.4% | +421.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling