+134.1%
LLY vs APLD
+160.5%
-26.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.7% | +10.9% | -3.8% |
| 7D | -0.7% | -27.0% | +26.3% | -0.7% |
| 30D | +17.9% | -44.1% | +62.0% | +17.9% |
| 3M | +16.8% | -52.6% | +69.4% | +16.8% |
| 6M | +38.4% | -64.5% | +102.9% | +38.6% |
| YTD | +27.6% | -42.2% | +69.8% | +27.3% |
| 1Y | +48.3% | -57.2% | +105.5% | +48.0% |
| All | +134.1% | +160.5% | -26.4% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling