+163.0%
GOOGL vs APLD
+502.3%
-339.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.4% |
| 7D | +1.1% | +16.6% | -15.5% | +0.2% |
| 30D | -4.4% | -3.1% | -1.3% | -4.4% |
| 3M | -6.8% | -30.9% | +24.1% | -5.4% |
| 6M | +13.6% | +12.6% | +1.0% | +11.7% |
| YTD | +8.3% | +15.5% | -7.1% | +5.6% |
| 1Y | +44.9% | +103.5% | -58.6% | +36.1% |
| 3Y | +150.5% | +446.5% | -296.1% | +106.3% |
| All | +163.0% | +502.3% | -339.4% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling