0.0%
F vs APLD
-54.5%
+54.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.7% | +13.6% | -0.2% |
| 7D | +1.4% | -27.0% | +28.4% | +3.3% |
| 30D | +2.0% | -44.1% | +46.1% | +5.8% |
| 3M | -10.4% | -52.6% | +42.2% | -6.1% |
| 6M | +9.7% | -64.5% | +74.2% | +17.7% |
| YTD | -1.2% | -42.2% | +41.0% | +0.5% |
| 1Y | 0.0% | -57.2% | +57.2% | +2.6% |
| All | 0.0% | -54.5% | +54.5% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling