+128.9%
IBM vs APLD
+254.9%
-126.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.2% | -6.3% | +4.1% | -2.1% |
| 30D | +7.7% | -29.6% | +37.2% | +8.1% |
| 3M | +3.5% | -42.6% | +46.1% | +4.2% |
| 6M | +7.2% | -59.6% | +66.8% | +8.3% |
| YTD | -15.8% | -32.0% | +16.2% | -15.7% |
| 1Y | -19.3% | -46.9% | +27.7% | -19.1% |
| 3Y | +78.0% | +255.7% | -177.7% | +72.0% |
| All | +128.9% | +254.9% | -126.0% | +137.2% |
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