+1.8%
CMCSA vs APLD
-46.0%
+47.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.7% | +11.7% | +4.7% |
| 7D | +15.2% | -18.5% | +33.7% | +14.4% |
| 30D | +17.0% | -32.8% | +49.8% | +15.7% |
| 3M | +1.2% | -46.9% | +48.1% | -0.3% |
| 6M | -5.5% | -53.4% | +47.9% | -6.4% |
| YTD | -6.5% | -32.3% | +25.7% | -4.8% |
| 1Y | +1.8% | -46.5% | +48.3% | +2.3% |
| All | +1.8% | -46.0% | +47.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling