+94.8%
MRK vs APLD
+477.4%
-382.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -2.7% | +9.0% | -11.7% | -2.7% |
| 30D | +12.7% | -6.6% | +19.3% | +12.7% |
| 3M | +24.2% | -35.2% | +59.5% | +24.2% |
| 6M | +27.8% | +0.4% | +27.4% | +27.8% |
| YTD | +42.2% | +10.7% | +31.5% | +42.2% |
| 1Y | +80.2% | +78.6% | +1.6% | +80.2% |
| 3Y | +48.4% | +423.9% | -375.6% | +47.4% |
| All | +94.8% | +477.4% | -382.6% | +93.4% |
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