+410.2%
GLW vs APLD
+351.5%
+58.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.5% |
| 7D | +3.8% | +4.1% | -0.3% | +3.3% |
| 30D | -1.3% | -11.7% | +10.4% | 0.0% |
| 3M | -21.8% | -40.3% | +18.5% | -17.8% |
| 6M | +6.9% | -8.0% | +14.9% | +7.8% |
| YTD | +77.2% | +7.5% | +69.6% | +76.0% |
| 1Y | +123.2% | +84.0% | +39.2% | +113.0% |
| All | +410.2% | +351.5% | +58.7% | +331.4% |
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