+32.7%
KO vs APLD
+85.3%
-52.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | -1.8% | +4.1% | -5.8% | -1.7% |
| 30D | +1.4% | -11.7% | +13.1% | +1.1% |
| 3M | +15.4% | -40.3% | +55.7% | +14.4% |
| 6M | +14.3% | -8.0% | +22.2% | +14.3% |
| YTD | +27.7% | +7.5% | +20.1% | +28.9% |
| 1Y | +32.7% | +84.0% | -51.3% | +30.6% |
| All | +32.7% | +85.3% | -52.6% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling