+106.4%
CSCO vs APLD
+351.5%
-245.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.5% |
| 7D | -0.7% | +4.1% | -4.7% | -0.8% |
| 30D | -10.1% | -11.7% | +1.6% | -9.7% |
| 3M | -15.7% | -40.3% | +24.6% | -14.3% |
| 6M | +36.3% | -8.0% | +44.2% | +35.9% |
| YTD | +43.8% | +7.5% | +36.3% | +42.4% |
| 1Y | +63.9% | +84.0% | -20.1% | +58.7% |
| All | +106.4% | +351.5% | -245.1% | +86.7% |
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 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