+33.8%
DIS vs APLD
+351.5%
-317.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.8% |
| 7D | -2.6% | +4.1% | -6.6% | -2.7% |
| 30D | +3.5% | -11.7% | +15.2% | +3.8% |
| 3M | +6.8% | -40.3% | +47.1% | +8.2% |
| 6M | +3.0% | -8.0% | +10.9% | +2.6% |
| YTD | -6.7% | +7.5% | -14.3% | -7.9% |
| 1Y | -10.1% | +84.0% | -94.1% | -13.1% |
| All | +33.8% | +351.5% | -317.8% | +18.5% |
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