+120.0%
GOOG vs APLD
+230.9%
-110.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -9.0% | +0.2% |
| 7D | +2.1% | -12.7% | +14.8% | +2.7% |
| 30D | -18.3% | -34.7% | +16.4% | -16.5% |
| 3M | -20.3% | -46.1% | +25.8% | -18.0% |
| 6M | -28.1% | -64.9% | +36.8% | -24.7% |
| YTD | -9.3% | -36.6% | +27.2% | -9.0% |
| 1Y | -0.2% | -50.0% | +49.7% | +1.0% |
| 3Y | +118.0% | +190.1% | -72.1% | +85.9% |
| All | +120.0% | +230.9% | -110.9% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling