+88.1%
MSFT vs APLD
+281.1%
-193.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.4% | -9.6% | -2.6% |
| 7D | -6.2% | +7.8% | -14.1% | -6.7% |
| 30D | -3.7% | -23.0% | +19.3% | -2.8% |
| 3M | +3.6% | -39.7% | +43.3% | +5.6% |
| 6M | +26.8% | -59.8% | +86.6% | +30.8% |
| YTD | +8.4% | -27.0% | +35.4% | +8.0% |
| 1Y | +3.3% | -37.3% | +40.6% | +3.2% |
| 3Y | +44.3% | +281.9% | -237.6% | +24.9% |
| All | +88.1% | +281.1% | -193.0% | +54.5% |
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 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