+129.3%
IBM vs APLD
+230.9%
-101.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.7% | -10.6% | -1.0% |
| 7D | -5.0% | -12.7% | +7.7% | -4.8% |
| 30D | +11.1% | -34.7% | +45.8% | +11.7% |
| 3M | +5.7% | -46.1% | +51.8% | +6.5% |
| 6M | +10.1% | -64.9% | +75.0% | +11.5% |
| YTD | -15.6% | -36.6% | +21.0% | -15.5% |
| 1Y | -19.5% | -50.0% | +30.4% | -19.3% |
| 3Y | +80.4% | +190.1% | -109.7% | +74.5% |
| All | +129.3% | +230.9% | -101.5% | +138.0% |
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