+283.0%
GLW vs APLD
+255.7%
+27.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.5% | +1.7% | +8.6% |
| 7D | -5.9% | +3.1% | -9.0% | -6.1% |
| 30D | -26.0% | -29.4% | +3.4% | -23.8% |
| 3M | -29.9% | -42.8% | +12.9% | -26.6% |
| 6M | -37.8% | -59.5% | +21.7% | -33.3% |
| YTD | +33.1% | -31.8% | +64.9% | +37.4% |
| 1Y | +36.8% | -46.0% | +82.9% | +42.4% |
| 3Y | +356.1% | +252.0% | +104.1% | +308.7% |
| All | +283.0% | +255.7% | +27.2% | +225.7% |
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