+132.9%
IBM vs APLD
+239.8%
-106.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +1.1% |
| 7D | +1.6% | +2.7% | -1.1% | +1.5% |
| 30D | +9.2% | -21.4% | +30.6% | +9.5% |
| 3M | +4.9% | -47.8% | +52.8% | +5.8% |
| 6M | +16.8% | -64.9% | +81.7% | +18.3% |
| YTD | -14.3% | -34.9% | +20.6% | -14.2% |
| 1Y | -16.7% | -30.7% | +14.0% | -16.8% |
| 3Y | +82.2% | +305.3% | -223.1% | +76.2% |
| All | +132.9% | +239.8% | -106.9% | +141.6% |
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