+189.4%
META vs APLD
+461.1%
-271.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.9% |
| 7D | +6.7% | +4.1% | +2.6% | +6.4% |
| 30D | +4.8% | -11.7% | +16.5% | +5.5% |
| 3M | -1.6% | -40.3% | +38.6% | +1.2% |
| 6M | -7.5% | -8.0% | +0.5% | -8.3% |
| YTD | -6.4% | +7.5% | -13.9% | -9.0% |
| 1Y | -17.3% | +84.0% | -101.4% | -23.4% |
| 3Y | +109.9% | +356.2% | -246.3% | +68.7% |
| All | +189.4% | +461.1% | -271.7% | +103.0% |
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