+126.6%
GOOG vs APLD
+239.8%
-113.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | -0.6% |
| 7D | +3.0% | +2.7% | +0.3% | +2.8% |
| 30D | -14.9% | -21.4% | +6.5% | -14.0% |
| 3M | -14.9% | -47.8% | +32.9% | -12.3% |
| 6M | -26.6% | -64.9% | +38.3% | -23.2% |
| YTD | -6.6% | -34.9% | +28.3% | -6.4% |
| 1Y | +5.1% | -30.7% | +35.8% | +4.6% |
| 3Y | +121.0% | +305.3% | -184.4% | +84.8% |
| All | +126.6% | +239.8% | -113.1% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling