+98.5%
MRK vs APLD
+461.1%
-362.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | +1.3% | +4.1% | -2.7% | +1.3% |
| 30D | +17.1% | -11.7% | +28.9% | +17.1% |
| 3M | +25.9% | -40.3% | +66.2% | +25.9% |
| 6M | +26.8% | -8.0% | +34.8% | +26.8% |
| YTD | +44.9% | +7.5% | +37.4% | +44.9% |
| 1Y | +84.8% | +84.0% | +0.8% | +84.8% |
| 3Y | +50.1% | +356.2% | -306.1% | +49.1% |
| All | +98.5% | +461.1% | -362.5% | +97.1% |
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