+89.8%
MA vs APLD
+201.5%
-111.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.7% | +12.2% | -2.2% |
| 7D | +3.2% | -27.0% | +30.2% | +3.8% |
| 30D | +15.9% | -44.1% | +60.0% | +17.2% |
| 3M | +15.2% | -52.6% | +67.7% | +16.7% |
| 6M | +32.4% | -64.5% | +96.8% | +34.6% |
| YTD | +15.6% | -42.2% | +57.8% | +15.4% |
| 1Y | +19.3% | -57.2% | +76.5% | +19.7% |
| 3Y | +73.0% | +159.5% | -86.5% | +56.5% |
| All | +89.8% | +201.5% | -111.7% | +66.1% |
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