+52.3%
MSFT vs APLD
+185.8%
-133.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.7% | -10.7% | -1.5% |
| 7D | +1.7% | -12.7% | +14.4% | +2.2% |
| 30D | +0.2% | -34.7% | +34.9% | +1.9% |
| 3M | +6.4% | -46.1% | +52.5% | +9.0% |
| 6M | +28.7% | -64.9% | +93.5% | +33.5% |
| YTD | +10.4% | -36.6% | +47.0% | +10.7% |
| 1Y | +7.6% | -50.0% | +57.6% | +8.6% |
| 3Y | +52.3% | +190.1% | -137.8% | +36.4% |
| All | +52.3% | +185.8% | -133.5% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling