+186.5%
META vs APLD
+230.9%
-44.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -8.9% | +0.2% |
| 7D | -0.8% | -12.7% | +11.9% | 0.0% |
| 30D | -15.4% | -34.7% | +19.3% | -13.2% |
| 3M | +3.5% | -46.1% | +49.6% | +7.2% |
| 6M | -0.3% | -64.9% | +64.6% | +5.5% |
| YTD | -7.3% | -36.6% | +29.3% | -7.1% |
| 1Y | -1.1% | -50.0% | +48.9% | +0.2% |
| 3Y | +95.1% | +190.1% | -95.1% | +61.3% |
| All | +186.5% | +230.9% | -44.3% | +107.2% |
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