+45.9%
CSCO vs APLD
-46.0%
+91.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.4% | +1.2% |
| 7D | -6.1% | -18.5% | +12.5% | -4.5% |
| 30D | -8.2% | -32.8% | +24.6% | -5.3% |
| 3M | -14.6% | -46.9% | +32.3% | -10.5% |
| 6M | +12.7% | -53.4% | +66.1% | +18.6% |
| YTD | +37.0% | -32.3% | +69.3% | +41.7% |
| 1Y | +45.9% | -46.5% | +92.4% | +50.7% |
| All | +45.9% | -46.0% | +91.9% | +50.7% |
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