+159.8%
GOOG vs APLD
+461.1%
-301.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | -2.1% | +4.1% | -6.2% | -2.4% |
| 30D | -6.8% | -11.7% | +4.9% | -6.3% |
| 3M | -9.1% | -40.3% | +31.2% | -7.0% |
| 6M | +10.7% | -8.0% | +18.7% | +10.0% |
| YTD | +7.1% | +7.5% | -0.5% | +4.8% |
| 1Y | +44.6% | +84.0% | -39.4% | +36.6% |
| 3Y | +147.4% | +356.2% | -208.8% | +106.1% |
| All | +159.8% | +461.1% | -301.3% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling