+92.4%
MSFT vs APLD
+254.9%
-162.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +2.3% | -6.3% | +8.7% | +2.6% |
| 30D | -0.4% | -29.6% | +29.2% | +1.0% |
| 3M | +5.6% | -42.6% | +48.2% | +7.8% |
| 6M | +29.0% | -59.6% | +88.5% | +33.1% |
| YTD | +10.9% | -32.0% | +42.9% | +10.8% |
| 1Y | +6.2% | -46.9% | +53.2% | +6.9% |
| 3Y | +47.6% | +255.7% | -208.0% | +28.2% |
| All | +92.4% | +254.9% | -162.5% | +58.6% |
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