+94.9%
MRK vs APLD
+230.9%
-135.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.9% | -0.1% |
| 7D | -1.9% | -12.7% | +10.8% | -1.9% |
| 30D | +2.8% | -34.7% | +37.5% | +2.7% |
| 3M | +15.0% | -46.1% | +61.1% | +14.9% |
| 6M | +30.9% | -64.9% | +95.8% | +30.8% |
| YTD | +42.3% | -36.6% | +78.9% | +42.2% |
| 1Y | +76.1% | -50.0% | +126.0% | +75.9% |
| 3Y | +54.1% | +190.1% | -136.0% | +53.0% |
| All | +94.9% | +230.9% | -135.9% | +93.5% |
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