+81.9%
IBM vs APLD
+160.5%
-78.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.7% | +11.9% | -2.4% |
| 7D | -4.3% | -27.0% | +22.7% | -3.5% |
| 30D | +11.7% | -44.1% | +55.7% | +13.4% |
| 3M | +5.5% | -52.6% | +58.1% | +7.5% |
| 6M | +9.5% | -64.5% | +73.9% | +12.2% |
| YTD | -14.9% | -42.2% | +27.3% | -14.5% |
| 1Y | -17.4% | -57.2% | +39.8% | -16.5% |
| All | +81.9% | +160.5% | -78.5% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling