+163.0%
GOOGL vs APLD
+461.1%
-298.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -2.3% | +4.1% | -6.3% | -2.5% |
| 30D | -6.6% | -11.7% | +5.2% | -6.0% |
| 3M | -8.9% | -40.3% | +31.3% | -6.8% |
| 6M | +11.9% | -8.0% | +19.8% | +11.2% |
| YTD | +8.3% | +7.5% | +0.8% | +6.0% |
| 1Y | +46.2% | +84.0% | -37.8% | +38.1% |
| 3Y | +151.9% | +356.2% | -204.4% | +109.6% |
| All | +163.0% | +461.1% | -298.0% | +97.7% |
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 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