+53.8%
KO vs APLD
+448.5%
-394.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +1.6% | -13.2% | +14.7% | +1.5% |
| 3M | +5.8% | -33.8% | +39.5% | +5.7% |
| 6M | +14.3% | -5.9% | +20.2% | +14.2% |
| YTD | +27.3% | +5.1% | +22.2% | +27.3% |
| 1Y | +33.2% | +51.8% | -18.7% | +33.0% |
| 3Y | +64.5% | +397.7% | -333.2% | +62.7% |
| All | +53.8% | +448.5% | -394.8% | +52.4% |
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