+88.8%
MA vs APLD
+230.9%
-142.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.7% | -10.2% | -0.7% |
| 7D | +2.3% | -12.7% | +15.0% | +2.5% |
| 30D | +14.7% | -34.7% | +49.4% | +15.6% |
| 3M | +13.5% | -46.1% | +59.6% | +14.7% |
| 6M | +33.1% | -64.9% | +98.0% | +35.5% |
| YTD | +15.1% | -36.6% | +51.6% | +14.6% |
| 1Y | +18.7% | -50.0% | +68.7% | +18.7% |
| 3Y | +72.1% | +190.1% | -118.0% | +55.2% |
| All | +88.8% | +230.9% | -142.0% | +64.9% |
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