-28.2%
CMCSA vs APLD
+264.5%
-292.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.9% |
| 7D | -0.6% | +19.6% | -20.2% | -0.7% |
| 30D | +18.8% | -24.5% | +43.2% | +19.0% |
| 3M | -1.1% | -45.6% | +44.5% | -0.7% |
| 6M | +2.5% | -61.4% | +63.9% | +3.4% |
| YTD | -6.7% | -30.9% | +24.1% | -7.0% |
| 1Y | 0.0% | -35.8% | +35.8% | -0.4% |
| All | -28.2% | +264.5% | -292.7% | -35.5% |
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