-2.5%
IBM vs APLD
+85.3%
-87.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -0.3% | +4.1% | -4.4% | -0.4% |
| 30D | +0.3% | -11.7% | +12.0% | +0.5% |
| 3M | -21.6% | -40.3% | +18.7% | -20.6% |
| 6M | -4.7% | -8.0% | +3.3% | -4.6% |
| YTD | -19.1% | +7.5% | -26.6% | -19.0% |
| 1Y | -2.5% | +84.0% | -86.5% | +0.3% |
| All | -2.5% | +85.3% | -87.8% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling