+36.5%
GLW vs APLD
-38.1%
+74.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.4% | +0.1% | +4.8% |
| 7D | +1.4% | +7.8% | -6.4% | -1.1% |
| 30D | -18.2% | -23.0% | +4.8% | -11.4% |
| 3M | -24.2% | -39.7% | +15.5% | -11.1% |
| 6M | -41.7% | -59.8% | +18.1% | -24.6% |
| YTD | +38.3% | -27.0% | +65.3% | +52.1% |
| All | +36.5% | -38.1% | +74.6% | +51.3% |
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