+148.5%
GOOG vs APLD
+379.5%
-230.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | -2.1% | +4.1% | -6.2% | -2.3% |
| 30D | -6.8% | -11.7% | +4.9% | -6.4% |
| 3M | -9.1% | -40.3% | +31.2% | -7.1% |
| 6M | +10.7% | -8.0% | +18.7% | +10.1% |
| YTD | +7.1% | +7.5% | -0.5% | +5.1% |
| 1Y | +44.6% | +84.0% | -39.4% | +37.9% |
| All | +148.5% | +379.5% | -230.9% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling