+101.4%
META vs APLD
+205.3%
-103.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.2% | +1.9% |
| 7D | +2.9% | -18.5% | +21.4% | +4.2% |
| 30D | -15.1% | -32.8% | +17.7% | -13.0% |
| 3M | +7.2% | -46.9% | +54.1% | +11.3% |
| 6M | +3.4% | -53.4% | +56.8% | +7.3% |
| YTD | -4.3% | -32.3% | +27.9% | -4.5% |
| 1Y | +0.8% | -46.5% | +47.3% | +1.6% |
| All | +101.4% | +205.3% | -103.9% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling