+67.3%
MA vs APLD
+461.1%
-393.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | -2.7% | +4.1% | -6.8% | -2.8% |
| 30D | +1.5% | -11.7% | +13.2% | +1.8% |
| 3M | +20.4% | -40.3% | +60.7% | +21.6% |
| 6M | +11.1% | -8.0% | +19.1% | +10.6% |
| YTD | +2.0% | +7.5% | -5.6% | +0.6% |
| 1Y | -2.2% | +84.0% | -86.2% | -5.6% |
| 3Y | +41.9% | +356.2% | -314.3% | +26.9% |
| All | +67.3% | +461.1% | -393.7% | +44.8% |
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