+54.7%
KO vs APLD
+502.3%
-447.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.0% | +0.4% |
| 7D | +0.4% | +16.6% | -16.1% | +0.5% |
| 30D | +1.5% | -3.1% | +4.6% | +1.5% |
| 3M | +11.8% | -30.9% | +42.7% | +11.8% |
| 6M | +16.2% | +12.6% | +3.6% | +16.2% |
| YTD | +28.1% | +15.5% | +12.6% | +28.1% |
| 1Y | +34.8% | +103.5% | -68.8% | +34.6% |
| 3Y | +65.5% | +446.5% | -381.1% | +63.8% |
| All | +54.7% | +502.3% | -447.7% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling