+95.2%
MRK vs APLD
+260.6%
-165.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | 0.0% | +19.6% | -19.6% | 0.0% |
| 30D | +3.5% | -24.5% | +28.0% | +3.5% |
| 3M | +11.2% | -45.6% | +56.8% | +11.2% |
| 6M | +32.5% | -61.4% | +93.9% | +32.4% |
| YTD | +42.5% | -30.9% | +73.4% | +42.4% |
| 1Y | +65.4% | -35.8% | +101.2% | +65.3% |
| 3Y | +58.8% | +261.4% | -202.6% | +57.7% |
| All | +95.2% | +260.6% | -165.4% | +93.8% |
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