-4.5%
META vs APLD
-54.5%
+50.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.7% | +10.7% | -2.9% |
| 7D | -3.1% | -27.0% | +23.9% | -1.2% |
| 30D | -18.1% | -44.1% | +26.0% | -15.2% |
| 3M | +2.9% | -52.6% | +55.4% | +7.2% |
| 6M | +0.2% | -64.5% | +64.7% | +6.4% |
| YTD | -8.1% | -42.2% | +34.1% | -7.7% |
| 1Y | -4.5% | -57.2% | +52.6% | -1.5% |
| All | -4.5% | -54.5% | +50.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling