+120.8%
GOOG vs APLD
+254.9%
-134.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | +2.4% | -6.3% | +8.7% | +2.6% |
| 30D | -18.1% | -29.6% | +11.5% | -16.7% |
| 3M | -19.9% | -42.6% | +22.7% | -17.8% |
| 6M | -28.2% | -59.6% | +31.4% | -25.4% |
| YTD | -9.0% | -32.0% | +22.9% | -9.0% |
| 1Y | -1.7% | -46.9% | +45.3% | -0.9% |
| 3Y | +114.5% | +255.7% | -141.1% | +80.8% |
| All | +120.8% | +254.9% | -134.1% | +69.4% |
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 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