+550.1%
AVGO vs APLD
+461.1%
+89.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -3.0% | +4.1% | -7.0% | -3.3% |
| 30D | -14.4% | -11.7% | -2.7% | -13.6% |
| 3M | -14.4% | -40.3% | +25.8% | -11.0% |
| 6M | +13.1% | -8.0% | +21.1% | +12.6% |
| YTD | +3.8% | +7.5% | -3.8% | +1.3% |
| 1Y | +17.8% | +84.0% | -66.2% | +9.7% |
| 3Y | +325.3% | +356.2% | -31.0% | +247.5% |
| All | +550.1% | +461.1% | +89.0% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling