+377.0%
DELL vs APLD
+185.8%
+191.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.7% | -6.1% | +2.5% |
| 7D | -22.6% | -12.7% | -9.9% | -21.2% |
| 30D | -43.2% | -34.7% | -8.5% | -40.2% |
| 3M | -24.8% | -46.1% | +21.3% | -19.5% |
| 6M | +38.0% | -64.9% | +102.8% | +52.3% |
| YTD | +163.7% | -36.6% | +200.3% | +171.3% |
| 1Y | +122.5% | -50.0% | +172.5% | +132.3% |
| 3Y | +377.0% | +190.1% | +186.8% | +318.9% |
| All | +377.0% | +185.8% | +191.1% | +318.9% |
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 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