+137.8%
INTC vs APLD
+502.3%
-364.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +7.4% | +1.7% | +8.5% |
| 7D | +17.4% | +16.6% | +0.9% | +16.1% |
| 30D | +2.8% | -3.1% | +5.9% | +3.0% |
| 3M | -5.3% | -30.9% | +25.6% | -2.8% |
| 6M | +140.6% | +12.6% | +128.0% | +138.2% |
| YTD | +183.1% | +15.5% | +167.7% | +178.4% |
| 1Y | +326.8% | +103.5% | +223.2% | +304.7% |
| 3Y | +179.4% | +446.5% | -267.1% | +134.8% |
| All | +137.8% | +502.3% | -364.5% | +84.1% |
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