+364.7%
LLY vs APLD
+230.9%
+133.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.7% | -10.5% | -0.8% |
| 7D | -4.5% | -12.7% | +8.2% | -4.4% |
| 30D | +13.9% | -34.7% | +48.6% | +14.1% |
| 3M | +13.8% | -46.1% | +59.9% | +14.0% |
| 6M | +37.6% | -64.9% | +102.5% | +38.2% |
| YTD | +26.6% | -36.6% | +63.2% | +26.4% |
| 1Y | +45.3% | -50.0% | +95.3% | +45.3% |
| 3Y | +132.2% | +190.1% | -57.9% | +127.3% |
| All | +364.7% | +230.9% | +133.8% | +347.8% |
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