+998.7%
MU vs APLD
+239.8%
+758.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.8% | +3.3% | -1.8% |
| 7D | +12.8% | +2.7% | +10.1% | +12.5% |
| 30D | -14.9% | -21.4% | +6.6% | -12.0% |
| 3M | -18.0% | -47.8% | +29.8% | -11.2% |
| 6M | -3.1% | -64.9% | +61.8% | +9.7% |
| YTD | +172.9% | -34.9% | +207.8% | +187.3% |
| 1Y | +228.8% | -30.7% | +259.6% | +243.3% |
| 3Y | +950.8% | +305.3% | +645.5% | +778.5% |
| All | +998.7% | +239.8% | +758.9% | +750.8% |
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