+89.0%
MSFT vs APLD
+239.8%
-150.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +5.9% | +0.4% |
| 7D | -1.3% | +2.7% | -4.0% | -1.4% |
| 30D | -1.8% | -21.4% | +19.6% | -1.0% |
| 3M | +5.6% | -47.8% | +53.5% | +8.4% |
| 6M | +29.8% | -64.9% | +94.7% | +34.8% |
| YTD | +9.0% | -34.9% | +43.9% | +9.1% |
| 1Y | +4.9% | -30.7% | +35.7% | +4.5% |
| 3Y | +46.2% | +305.3% | -259.1% | +26.3% |
| All | +89.0% | +239.8% | -150.7% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling