+388.0%
DELL vs APLD
+243.4%
+144.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.8% | -1.4% | -6.4% |
| 7D | +4.9% | +2.7% | +2.2% | +4.6% |
| 30D | -32.1% | -21.4% | -10.6% | -29.9% |
| 3M | -30.2% | -47.8% | +17.6% | -25.0% |
| 6M | +41.7% | -64.9% | +106.6% | +56.7% |
| YTD | +176.6% | -34.9% | +211.5% | +183.9% |
| 1Y | +159.9% | -30.7% | +190.7% | +164.0% |
| 3Y | +388.0% | +305.3% | +82.6% | +345.5% |
| All | +388.0% | +243.4% | +144.5% | +345.5% |
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