+93.4%
MSFT vs APLD
+201.5%
-108.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.7% | +11.1% | -2.9% |
| 7D | +1.1% | -27.0% | +28.1% | +2.5% |
| 30D | +1.3% | -44.1% | +45.3% | +3.8% |
| 3M | +10.2% | -52.6% | +62.7% | +13.6% |
| 6M | +30.8% | -64.5% | +95.3% | +35.8% |
| YTD | +11.5% | -42.2% | +53.7% | +12.3% |
| 1Y | +6.5% | -57.2% | +63.7% | +8.3% |
| 3Y | +55.5% | +159.5% | -104.1% | +37.1% |
| All | +93.4% | +201.5% | -108.1% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling