+35.1%
INTC vs APLD
+255.7%
-220.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.5% | -2.0% | +4.8% |
| 7D | -1.0% | +3.1% | -4.1% | -1.2% |
| 30D | -43.3% | -29.4% | -13.9% | -41.5% |
| 3M | -41.6% | -42.8% | +1.2% | -38.8% |
| 6M | -52.5% | -59.5% | +7.0% | -49.1% |
| YTD | +60.9% | -31.8% | +92.7% | +65.5% |
| 1Y | +55.7% | -46.0% | +101.7% | +61.5% |
| 3Y | +59.2% | +252.0% | -192.8% | +39.6% |
| All | +35.1% | +255.7% | -220.6% | +9.4% |
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