+7.6%
MSFT vs APLD
-53.8%
+61.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.7% | -10.7% | -1.7% |
| 7D | +1.7% | -12.7% | +14.4% | +2.5% |
| 30D | +0.2% | -34.7% | +34.9% | +2.8% |
| 3M | +6.4% | -46.1% | +52.5% | +10.3% |
| 6M | +28.7% | -64.9% | +93.5% | +34.5% |
| YTD | +10.4% | -36.6% | +47.0% | +10.9% |
| 1Y | +7.6% | -50.0% | +57.6% | +9.5% |
| All | +7.6% | -53.8% | +61.4% | +9.5% |
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 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