+133.9%
IBM vs APLD
+281.1%
-147.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.4% | -5.9% | +1.4% |
| 7D | -1.7% | +7.8% | -9.6% | -1.9% |
| 30D | +10.1% | -23.0% | +33.1% | +10.4% |
| 3M | +4.8% | -39.7% | +44.5% | +5.5% |
| 6M | +12.6% | -59.8% | +72.4% | +13.8% |
| YTD | -13.9% | -27.0% | +13.1% | -14.0% |
| 1Y | -18.7% | -37.3% | +18.6% | -18.7% |
| 3Y | +81.9% | +281.9% | -200.0% | +75.6% |
| All | +133.9% | +281.1% | -147.1% | +142.2% |
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