-7.2%
DIS vs APLD
+255.7%
-262.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +1.7% |
| 7D | +5.3% | +3.1% | +2.2% | +5.1% |
| 30D | +10.2% | -29.4% | +39.6% | +11.5% |
| 3M | +13.5% | -42.8% | +56.3% | +15.6% |
| 6M | +11.1% | -59.5% | +70.6% | +14.3% |
| YTD | +5.5% | -31.8% | +37.3% | +5.0% |
| 1Y | +9.1% | -46.0% | +55.2% | +9.3% |
| 3Y | +36.0% | +252.0% | -216.0% | +15.0% |
| All | -7.2% | +255.7% | -262.9% | -29.0% |
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 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