+16.3%
BABA vs APLD
+230.9%
-214.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.7% | -8.5% | +0.7% |
| 7D | +11.6% | -12.7% | +24.4% | +12.2% |
| 30D | +2.3% | -34.7% | +37.0% | +4.4% |
| 3M | -13.7% | -46.1% | +32.4% | -11.2% |
| 6M | -21.9% | -64.9% | +42.9% | -18.2% |
| YTD | -24.6% | -36.6% | +11.9% | -24.3% |
| 1Y | -34.1% | -50.0% | +15.9% | -33.2% |
| 3Y | +36.3% | +190.1% | -153.9% | +17.7% |
| All | +16.3% | +230.9% | -214.6% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling