+14.8%
BABA vs APLD
+201.5%
-186.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.7% | +17.3% | +3.5% |
| 7D | +8.6% | -27.0% | +35.6% | +10.3% |
| 30D | -1.1% | -44.1% | +43.0% | +1.8% |
| 3M | -15.9% | -52.6% | +36.6% | -12.8% |
| 6M | -17.5% | -64.5% | +46.9% | -13.6% |
| YTD | -25.6% | -42.2% | +16.6% | -24.8% |
| 1Y | -33.8% | -57.2% | +23.3% | -32.4% |
| 3Y | +34.6% | +159.5% | -124.9% | +17.0% |
| All | +14.8% | +201.5% | -186.7% | -8.2% |
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