+40.6%
GLW vs APLD
-46.0%
+86.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.7% | +0.9% | -3.6% |
| 7D | -9.5% | -18.5% | +9.1% | -3.4% |
| 30D | -25.5% | -32.8% | +7.3% | -15.6% |
| 3M | -25.6% | -46.9% | +21.3% | -9.4% |
| 6M | -25.5% | -53.4% | +27.9% | -7.0% |
| YTD | +36.4% | -32.3% | +68.6% | +54.2% |
| 1Y | +40.6% | -46.5% | +87.1% | +66.1% |
| All | +40.6% | -46.0% | +86.6% | +66.1% |
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