+307.7%
GLW vs APLD
+185.8%
+121.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.7% | -7.1% | +1.4% |
| 7D | -13.9% | -12.7% | -1.2% | -12.4% |
| 30D | -35.0% | -34.7% | -0.3% | -31.6% |
| 3M | -32.4% | -46.1% | +13.8% | -27.2% |
| 6M | -41.3% | -64.9% | +23.5% | -34.4% |
| YTD | +21.8% | -36.6% | +58.4% | +29.1% |
| 1Y | +21.8% | -50.0% | +71.8% | +30.4% |
| 3Y | +307.7% | +190.1% | +117.6% | +271.8% |
| All | +307.7% | +185.8% | +121.8% | +271.8% |
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