+128.1%
GOOGL vs APLD
+281.1%
-153.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.4% | -5.3% | +1.7% |
| 7D | +1.6% | +7.8% | -6.3% | +1.0% |
| 30D | -16.8% | -23.0% | +6.2% | -15.8% |
| 3M | -14.6% | -39.7% | +25.1% | -12.6% |
| 6M | -24.4% | -59.8% | +35.4% | -21.4% |
| YTD | -6.1% | -27.0% | +20.9% | -6.5% |
| 1Y | +1.0% | -37.3% | +38.3% | +1.0% |
| 3Y | +123.4% | +281.9% | -158.4% | +87.4% |
| All | +128.1% | +281.1% | -153.0% | +74.4% |
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 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