+7.8%
BABA vs APLD
+281.1%
-273.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.5% | -1.6% |
| 7D | -3.6% | +7.8% | -11.4% | -4.1% |
| 30D | -8.4% | -23.0% | +14.6% | -7.4% |
| 3M | -20.6% | -39.7% | +19.1% | -18.8% |
| 6M | -25.4% | -59.8% | +34.5% | -22.4% |
| YTD | -30.1% | -27.0% | -3.1% | -30.3% |
| 1Y | -36.3% | -37.3% | +1.0% | -36.2% |
| 3Y | +30.4% | +281.9% | -251.5% | +10.9% |
| All | +7.8% | +281.1% | -273.2% | -14.9% |
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