+154.4%
GOOG vs APLD
+477.4%
-323.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.9% |
| 7D | -1.6% | +9.0% | -10.5% | -2.0% |
| 30D | -7.7% | -6.6% | -1.1% | -7.4% |
| 3M | -9.3% | -35.2% | +25.9% | -7.6% |
| 6M | +7.4% | +0.4% | +7.0% | +6.3% |
| YTD | +4.9% | +10.7% | -5.8% | +2.5% |
| 1Y | +37.2% | +78.6% | -41.3% | +29.8% |
| 3Y | +141.6% | +423.9% | -282.3% | +99.6% |
| All | +154.4% | +477.4% | -323.0% | +90.8% |
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 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