+177.5%
C vs APLD
+201.5%
-24.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -14.7% | +9.6% | -4.2% |
| 7D | -5.3% | -27.0% | +21.7% | -3.7% |
| 30D | -7.3% | -44.1% | +36.8% | -4.4% |
| 3M | -13.5% | -52.6% | +39.1% | -10.1% |
| 6M | -6.5% | -64.5% | +58.0% | -1.9% |
| YTD | +3.6% | -42.2% | +45.8% | +4.9% |
| 1Y | +18.9% | -57.2% | +76.1% | +21.6% |
| 3Y | +205.0% | +159.5% | +45.4% | +163.9% |
| All | +177.5% | +201.5% | -24.0% | +122.3% |
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