+38.0%
MU vs APLD
-50.6%
+88.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.7% | -0.3% | -3.4% |
| 7D | -19.1% | -18.5% | -0.6% | -9.9% |
| 30D | -25.2% | -32.8% | +7.5% | -8.7% |
| 3M | -10.9% | -46.9% | +36.0% | +22.7% |
| 6M | +38.0% | -53.4% | +91.4% | +105.3% |
| All | +38.0% | -50.6% | +88.6% | +105.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling