+559.3%
HOOD vs APLD
+201.5%
+357.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -14.7% | +4.4% | -8.0% |
| 7D | -14.4% | -27.0% | +12.6% | -10.2% |
| 30D | -30.0% | -44.1% | +14.1% | -23.7% |
| 3M | -15.5% | -52.6% | +37.0% | -5.9% |
| 6M | +1.8% | -64.5% | +66.2% | +16.7% |
| YTD | -30.7% | -42.2% | +11.5% | -27.1% |
| 1Y | -45.0% | -57.2% | +12.2% | -40.0% |
| 3Y | +709.0% | +159.5% | +549.5% | +513.0% |
| All | +559.3% | +201.5% | +357.8% | +327.7% |
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