+434.4%
AVGO vs APLD
+230.9%
+203.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.7% | -9.0% | -0.2% |
| 7D | -9.9% | -12.7% | +2.8% | -8.9% |
| 30D | -22.0% | -34.7% | +12.7% | -19.1% |
| 3M | -30.0% | -46.1% | +16.1% | -26.4% |
| 6M | -30.7% | -64.9% | +34.1% | -25.0% |
| YTD | -14.7% | -36.6% | +21.9% | -12.9% |
| 1Y | -16.8% | -50.0% | +33.2% | -13.9% |
| 3Y | +244.4% | +190.1% | +54.3% | +193.9% |
| All | +434.4% | +230.9% | +203.6% | +323.6% |
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