+39.9%
KO vs APLD
-41.4%
+81.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | -0.3% |
| 7D | +1.8% | +19.6% | -17.8% | +2.4% |
| 30D | +8.1% | -24.5% | +32.6% | +7.5% |
| 3M | +13.0% | -45.6% | +58.6% | +11.5% |
| 6M | +23.3% | -61.4% | +84.7% | +21.4% |
| YTD | +42.1% | -30.9% | +73.0% | +41.5% |
| 1Y | +39.9% | -35.8% | +75.7% | +38.6% |
| All | +39.9% | -41.4% | +81.3% | +38.6% |
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