+8.6%
MSFT vs APLD
-48.0%
+56.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.5% | -4.8% | +2.2% |
| 7D | +7.5% | +3.1% | +4.4% | +7.1% |
| 30D | +1.9% | -29.4% | +31.3% | +4.0% |
| 3M | +9.2% | -42.8% | +52.0% | +12.8% |
| 6M | +31.9% | -59.5% | +91.3% | +36.6% |
| YTD | +13.4% | -31.8% | +45.3% | +13.3% |
| All | +8.6% | -48.0% | +56.7% | +9.9% |
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