-33.8%
BABA vs APLD
-54.5%
+20.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.7% | +17.3% | +3.9% |
| 7D | +8.6% | -27.0% | +35.6% | +11.4% |
| 30D | -1.1% | -44.1% | +43.0% | +4.0% |
| 3M | -15.9% | -52.6% | +36.6% | -10.4% |
| 6M | -17.5% | -64.5% | +46.9% | -10.2% |
| YTD | -25.6% | -42.2% | +16.6% | -25.8% |
| 1Y | -33.8% | -57.2% | +23.3% | -32.4% |
| All | -33.8% | -54.5% | +20.7% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling