+89.3%
CSCO vs APLD
+185.8%
-96.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.7% | -11.7% | -2.4% |
| 7D | -10.2% | -12.7% | +2.5% | -9.7% |
| 30D | -20.1% | -34.7% | +14.6% | -18.7% |
| 3M | -22.4% | -46.1% | +23.8% | -20.6% |
| 6M | +2.8% | -64.9% | +67.6% | +6.4% |
| YTD | +23.6% | -36.6% | +60.2% | +24.8% |
| 1Y | +34.0% | -50.0% | +84.0% | +35.9% |
| 3Y | +89.3% | +190.1% | -100.9% | +75.0% |
| All | +89.3% | +185.8% | -96.6% | +75.0% |
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