+9.0%
MSFT vs APLD
-46.0%
+55.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.7% | +13.4% | +7.2% |
| 7D | +4.7% | -18.5% | +23.2% | +6.1% |
| 30D | +5.8% | -32.8% | +38.6% | +8.5% |
| 3M | +13.0% | -46.9% | +59.9% | +17.4% |
| 6M | +34.9% | -53.4% | +88.3% | +38.6% |
| YTD | +15.7% | -32.3% | +47.9% | +15.6% |
| 1Y | +9.0% | -46.5% | +55.5% | +10.2% |
| All | +9.0% | -46.0% | +55.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling