+808.8%
MU vs APLD
+160.5%
+648.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -14.7% | -2.8% | -14.6% |
| 7D | -29.7% | -27.0% | -2.7% | -25.2% |
| 30D | -37.2% | -44.1% | +6.9% | -30.0% |
| 3M | -26.5% | -52.6% | +26.1% | -15.9% |
| 6M | +2.6% | -64.5% | +67.0% | +22.8% |
| YTD | +130.1% | -42.2% | +172.4% | +153.2% |
| 1Y | +176.7% | -57.2% | +233.9% | +213.7% |
| All | +808.8% | +160.5% | +648.4% | +655.1% |
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 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