+27.1%
BABA vs APLD
+351.5%
-324.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | -4.8% | +4.1% | -8.8% | -5.0% |
| 30D | -11.9% | -11.7% | -0.2% | -11.3% |
| 3M | -9.3% | -40.3% | +31.0% | -6.8% |
| 6M | -14.2% | -8.0% | -6.3% | -14.8% |
| YTD | -22.0% | +7.5% | -29.6% | -23.7% |
| 1Y | -12.7% | +84.0% | -96.7% | -17.7% |
| All | +27.1% | +351.5% | -324.4% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling