+72.9%
MA vs APLD
+160.5%
-87.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.7% | +12.2% | -2.4% |
| 7D | +3.2% | -27.0% | +30.2% | +3.4% |
| 30D | +15.9% | -44.1% | +60.0% | +16.3% |
| 3M | +15.2% | -52.6% | +67.7% | +15.7% |
| 6M | +32.4% | -64.5% | +96.8% | +33.1% |
| YTD | +15.6% | -42.2% | +57.8% | +15.0% |
| 1Y | +19.3% | -57.2% | +76.5% | +19.1% |
| All | +72.9% | +160.5% | -87.6% | +63.0% |
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