+185.7%
C vs APLD
+255.7%
-70.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.5% | -5.1% | +2.0% |
| 7D | -0.9% | +3.1% | -4.0% | -1.2% |
| 30D | -5.4% | -29.4% | +24.0% | -3.8% |
| 3M | -9.2% | -42.8% | +33.6% | -6.7% |
| 6M | -1.8% | -59.5% | +57.6% | +2.2% |
| YTD | +6.7% | -31.8% | +38.5% | +6.9% |
| 1Y | +23.5% | -46.0% | +69.5% | +24.7% |
| 3Y | +219.8% | +252.0% | -32.2% | +172.0% |
| All | +185.7% | +255.7% | -70.0% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling