-28.1%
GOOG vs APLD
-61.4%
+33.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -9.0% | +0.1% |
| 7D | +2.1% | -12.7% | +14.8% | +2.8% |
| 30D | -18.3% | -34.7% | +16.4% | -16.3% |
| 3M | -20.3% | -46.1% | +25.8% | -17.8% |
| 6M | -28.1% | -64.9% | +36.8% | -24.0% |
| All | -28.1% | -61.4% | +33.3% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling