+74.8%
KO vs APLD
+239.8%
-165.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.8% | +7.6% | +1.8% |
| 7D | +3.7% | +2.7% | +1.0% | +3.8% |
| 30D | +8.1% | -21.4% | +29.6% | +8.1% |
| 3M | +14.2% | -47.8% | +62.1% | +14.0% |
| 6M | +25.2% | -64.9% | +90.1% | +25.0% |
| YTD | +44.7% | -34.9% | +79.6% | +44.5% |
| 1Y | +43.4% | -30.7% | +74.1% | +43.1% |
| 3Y | +90.1% | +305.3% | -215.3% | +87.5% |
| All | +74.8% | +239.8% | -165.0% | +73.0% |
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