+130.4%
IBM vs APLD
+255.7%
-125.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | +0.3% |
| 7D | -2.5% | +3.1% | -5.6% | -2.6% |
| 30D | +8.4% | -29.4% | +37.7% | +8.8% |
| 3M | +4.5% | -42.8% | +47.2% | +5.2% |
| 6M | +7.9% | -59.5% | +67.4% | +9.0% |
| YTD | -15.2% | -31.8% | +16.6% | -15.2% |
| 1Y | -17.6% | -46.0% | +28.4% | -17.4% |
| 3Y | +82.1% | +252.0% | -169.9% | +75.9% |
| All | +130.4% | +255.7% | -125.4% | +138.8% |
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