+184.1%
META vs APLD
+201.5%
-17.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.7% | +10.7% | -3.0% |
| 7D | -3.1% | -27.0% | +23.9% | -1.2% |
| 30D | -18.1% | -44.1% | +26.0% | -15.1% |
| 3M | +2.9% | -52.6% | +55.4% | +7.5% |
| 6M | +0.2% | -64.5% | +64.7% | +5.9% |
| YTD | -8.1% | -42.2% | +34.1% | -7.3% |
| 1Y | -4.5% | -57.2% | +52.6% | -2.3% |
| 3Y | +94.2% | +159.5% | -65.3% | +61.8% |
| All | +184.1% | +201.5% | -17.3% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling