+50.5%
F vs APLD
+258.7%
-208.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.0% | -6.3% | +7.3% | +1.2% |
| 30D | +2.1% | -29.6% | +31.7% | +3.5% |
| 3M | -10.3% | -42.6% | +32.3% | -8.3% |
| 6M | +3.3% | -59.6% | +62.8% | +6.9% |
| YTD | -2.0% | -32.0% | +30.0% | -1.7% |
| 1Y | -2.3% | -46.9% | +44.7% | -1.4% |
| All | +50.5% | +258.7% | -208.2% | +20.6% |
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 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