+277.7%
GLW vs APLD
+239.8%
+37.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.8% | +1.5% | -3.8% |
| 7D | +7.7% | +2.7% | +5.0% | +7.5% |
| 30D | -18.8% | -21.4% | +2.6% | -17.2% |
| 3M | -27.7% | -47.8% | +20.1% | -23.7% |
| 6M | -44.4% | -64.9% | +20.4% | -39.9% |
| YTD | +31.3% | -34.9% | +66.2% | +36.1% |
| 1Y | +40.0% | -30.7% | +70.8% | +44.3% |
| 3Y | +339.2% | +305.3% | +33.9% | +292.6% |
| All | +277.7% | +239.8% | +37.9% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling