+1,022.6%
MU vs APLD
+253.4%
+769.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.7% | -0.3% | -6.1% |
| 7D | -19.1% | -18.5% | -0.6% | -17.0% |
| 30D | -25.2% | -32.8% | +7.5% | -21.5% |
| 3M | -10.9% | -46.9% | +36.0% | -4.0% |
| 6M | +38.0% | -53.4% | +91.4% | +51.1% |
| YTD | +178.8% | -32.3% | +211.1% | +191.2% |
| 1Y | +265.1% | -46.5% | +311.7% | +287.9% |
| 3Y | +1,006.2% | +204.2% | +802.0% | +834.1% |
| All | +1,022.6% | +253.4% | +769.2% | +762.4% |
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