+10.3%
F vs APLD
+253.4%
-243.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.7% | +3.3% |
| 7D | +6.0% | -18.5% | +24.6% | +7.1% |
| 30D | +4.3% | -32.8% | +37.0% | +6.2% |
| 3M | -10.1% | -46.9% | +36.8% | -7.4% |
| 6M | +12.8% | -53.4% | +66.2% | +16.3% |
| YTD | -0.1% | -32.3% | +32.2% | 0.0% |
| 1Y | +3.7% | -46.5% | +50.2% | +4.6% |
| 3Y | +42.7% | +204.2% | -161.5% | +19.9% |
| All | +10.3% | +253.4% | -243.1% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling