-17.9%
DIS vs APLD
+461.1%
-479.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.8% |
| 7D | -2.6% | +4.1% | -6.6% | -2.8% |
| 30D | +3.5% | -11.7% | +15.2% | +3.9% |
| 3M | +6.8% | -40.3% | +47.1% | +8.8% |
| 6M | +3.0% | -8.0% | +10.9% | +2.3% |
| YTD | -6.7% | +7.5% | -14.3% | -8.5% |
| 1Y | -10.1% | +84.0% | -94.1% | -14.7% |
| 3Y | +33.0% | +356.2% | -323.2% | +11.8% |
| All | -17.9% | +461.1% | -479.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling