+391.5%
LLY vs APLD
+254.9%
+136.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.4% |
| 7D | +1.6% | -6.3% | +8.0% | +1.6% |
| 30D | +21.5% | -29.6% | +51.0% | +21.6% |
| 3M | +16.4% | -42.6% | +59.0% | +16.6% |
| 6M | +51.5% | -59.6% | +111.1% | +52.0% |
| YTD | +33.9% | -32.0% | +65.9% | +33.7% |
| 1Y | +49.1% | -46.9% | +96.1% | +49.0% |
| 3Y | +144.6% | +255.7% | -111.0% | +139.1% |
| All | +391.5% | +254.9% | +136.6% | +373.6% |
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 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