-1.7%
GOOG vs APLD
-48.2%
+46.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | +2.4% | -6.3% | +8.7% | +2.7% |
| 30D | -18.1% | -29.6% | +11.5% | -16.2% |
| 3M | -19.9% | -42.6% | +22.7% | -17.0% |
| 6M | -28.2% | -59.6% | +31.4% | -23.9% |
| YTD | -9.0% | -32.0% | +22.9% | -9.8% |
| 1Y | -1.7% | -46.9% | +45.3% | -0.7% |
| All | -1.7% | -48.2% | +46.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling