+120.7%
GOOGL vs APLD
+185.8%
-65.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -9.0% | +0.3% |
| 7D | +1.8% | -12.7% | +14.5% | +2.3% |
| 30D | -18.8% | -34.7% | +15.9% | -17.2% |
| 3M | -20.3% | -46.1% | +25.8% | -18.2% |
| 6M | -28.4% | -64.9% | +36.5% | -25.3% |
| YTD | -8.8% | -36.6% | +27.7% | -8.4% |
| 1Y | +0.3% | -50.0% | +50.2% | +1.4% |
| 3Y | +120.7% | +190.1% | -69.4% | +100.7% |
| All | +120.7% | +185.8% | -65.1% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling