+1,362.4%
MU vs APLD
+351.5%
+1,010.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.8% |
| 7D | +9.0% | +4.1% | +4.9% | +8.2% |
| 30D | +13.8% | -11.7% | +25.5% | +16.2% |
| 3M | +2.1% | -40.3% | +42.4% | +11.1% |
| 6M | +153.8% | -8.0% | +161.8% | +157.2% |
| YTD | +256.4% | +7.5% | +248.8% | +250.3% |
| 1Y | +719.8% | +84.0% | +635.7% | +648.9% |
| All | +1,362.4% | +351.5% | +1,010.9% | +992.5% |
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 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