+208.1%
C vs APLD
+185.8%
+22.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -0.1% |
| 7D | -2.4% | -12.7% | +10.3% | -1.7% |
| 30D | -6.0% | -34.7% | +28.7% | -3.8% |
| 3M | -10.5% | -46.1% | +35.6% | -7.6% |
| 6M | -5.7% | -64.9% | +59.1% | -0.9% |
| YTD | +4.1% | -36.6% | +40.7% | +5.0% |
| 1Y | +20.5% | -50.0% | +70.5% | +22.3% |
| 3Y | +208.1% | +190.1% | +18.0% | +170.6% |
| All | +208.1% | +185.8% | +22.3% | +170.6% |
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 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