+159.9%
GOOG vs APLD
+502.3%
-342.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.3% | -0.4% |
| 7D | +1.1% | +16.6% | -15.5% | +0.2% |
| 30D | -5.1% | -3.1% | -1.9% | -5.0% |
| 3M | -7.1% | -30.9% | +23.8% | -5.6% |
| 6M | +12.7% | +12.6% | 0.0% | +10.8% |
| YTD | +7.1% | +15.5% | -8.4% | +4.4% |
| 1Y | +43.6% | +103.5% | -59.9% | +34.9% |
| 3Y | +146.8% | +446.5% | -299.8% | +103.4% |
| All | +159.9% | +502.3% | -342.5% | +94.4% |
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