+409.6%
GLW vs APLD
+461.1%
-51.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.5% |
| 7D | +3.8% | +4.1% | -0.3% | +3.4% |
| 30D | -1.3% | -11.7% | +10.4% | -0.4% |
| 3M | -21.8% | -40.3% | +18.5% | -18.9% |
| 6M | +6.9% | -8.0% | +14.9% | +7.5% |
| YTD | +77.2% | +7.5% | +69.6% | +76.0% |
| 1Y | +123.2% | +84.0% | +39.2% | +114.6% |
| 3Y | +400.0% | +356.2% | +43.8% | +333.9% |
| All | +409.6% | +461.1% | -51.4% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling