-36.0%
CMCSA vs APLD
+230.9%
-266.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.7% | -12.0% | -2.4% |
| 7D | +5.0% | -12.7% | +17.8% | +5.2% |
| 30D | +16.5% | -34.7% | +51.2% | +17.2% |
| 3M | -1.6% | -46.1% | +44.5% | -0.7% |
| 6M | -5.0% | -64.9% | +59.8% | -3.5% |
| YTD | -8.3% | -36.6% | +28.3% | -8.5% |
| 1Y | +0.4% | -50.0% | +50.4% | +0.5% |
| 3Y | -31.0% | +190.1% | -221.1% | -37.3% |
| All | -36.0% | +230.9% | -266.9% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling