+706.9%
DELL vs APLD
+255.7%
+451.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.5% | -2.1% | +4.7% |
| 7D | -11.8% | +3.1% | -14.9% | -11.9% |
| 30D | -40.8% | -29.4% | -11.4% | -39.0% |
| 3M | -23.6% | -42.8% | +19.2% | -20.0% |
| 6M | +33.4% | -59.5% | +92.8% | +42.2% |
| YTD | +178.0% | -31.8% | +209.8% | +182.2% |
| 1Y | +138.6% | -46.0% | +184.6% | +144.9% |
| 3Y | +400.9% | +252.0% | +148.9% | +328.0% |
| All | +706.9% | +255.7% | +451.2% | +547.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling