+119.9%
IBM vs APLD
+461.1%
-341.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -0.3% | +4.1% | -4.4% | -0.4% |
| 30D | +0.3% | -11.7% | +12.0% | +0.4% |
| 3M | -21.6% | -40.3% | +18.7% | -21.1% |
| 6M | -4.7% | -8.0% | +3.3% | -4.8% |
| YTD | -19.1% | +7.5% | -26.6% | -19.5% |
| 1Y | -2.5% | +84.0% | -86.5% | -4.0% |
| 3Y | +74.2% | +356.2% | -282.1% | +67.3% |
| All | +119.9% | +461.1% | -341.2% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling