-8.7%
DIS vs APLD
+201.5%
-210.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.7% | +13.2% | -0.9% |
| 7D | +5.7% | -27.0% | +32.7% | +6.9% |
| 30D | +12.7% | -44.1% | +56.8% | +15.1% |
| 3M | +15.2% | -52.6% | +67.8% | +18.2% |
| 6M | +17.6% | -64.5% | +82.0% | +21.5% |
| YTD | +3.8% | -42.2% | +46.0% | +4.0% |
| 1Y | +6.8% | -57.2% | +64.0% | +8.0% |
| 3Y | +42.1% | +159.5% | -117.4% | +22.0% |
| All | -8.7% | +201.5% | -210.1% | -29.7% |
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