-35.0%
CMCSA vs APLD
+260.6%
-295.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.8% |
| 7D | -0.6% | +19.6% | -20.2% | -0.9% |
| 30D | +18.8% | -24.5% | +43.2% | +19.2% |
| 3M | -1.1% | -45.6% | +44.5% | -0.2% |
| 6M | +2.5% | -61.4% | +63.9% | +4.0% |
| YTD | -6.7% | -30.9% | +24.1% | -7.1% |
| 1Y | 0.0% | -35.8% | +35.8% | -0.5% |
| 3Y | -28.9% | +261.4% | -290.3% | -35.8% |
| All | -35.0% | +260.6% | -295.6% | -47.1% |
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