+206.6%
C vs APLD
+160.5%
+46.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -14.7% | +9.6% | -4.1% |
| 7D | -5.3% | -27.0% | +21.7% | -3.6% |
| 30D | -7.3% | -44.1% | +36.8% | -4.3% |
| 3M | -13.5% | -52.6% | +39.1% | -9.9% |
| 6M | -6.5% | -64.5% | +58.0% | -1.7% |
| YTD | +3.6% | -42.2% | +45.8% | +5.1% |
| 1Y | +18.9% | -57.2% | +76.1% | +21.8% |
| All | +206.6% | +160.5% | +46.1% | +170.8% |
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