+91.2%
MA vs APLD
+281.1%
-189.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | +0.1% |
| 7D | -1.8% | +7.8% | -9.6% | -2.0% |
| 30D | +11.0% | -23.0% | +34.0% | +11.5% |
| 3M | +17.9% | -39.7% | +57.5% | +18.9% |
| 6M | +33.2% | -59.8% | +93.0% | +35.2% |
| YTD | +16.5% | -27.0% | +43.4% | +15.6% |
| 1Y | +19.1% | -37.3% | +56.4% | +18.4% |
| 3Y | +70.6% | +281.9% | -211.3% | +52.6% |
| All | +91.2% | +281.1% | -189.9% | +66.4% |
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 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