-20.3%
BABA vs APLD
-50.6%
+30.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.7% | +11.7% | +5.4% |
| 7D | +4.3% | -18.5% | +22.8% | +5.9% |
| 30D | -5.0% | -32.8% | +27.8% | -1.9% |
| 3M | -18.4% | -46.9% | +28.5% | -14.0% |
| 6M | -20.3% | -53.4% | +33.1% | -14.6% |
| All | -20.3% | -50.6% | +30.4% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling