+1,334.8%
MU vs APLD
+461.1%
+873.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.9% |
| 7D | +9.0% | +4.1% | +4.9% | +8.5% |
| 30D | +13.8% | -11.7% | +25.5% | +15.5% |
| 3M | +2.1% | -40.3% | +42.4% | +8.5% |
| 6M | +153.8% | -8.0% | +161.8% | +156.4% |
| YTD | +256.4% | +7.5% | +248.8% | +252.3% |
| 1Y | +719.8% | +84.0% | +635.7% | +667.4% |
| 3Y | +1,360.4% | +356.2% | +1,004.1% | +1,067.2% |
| All | +1,334.8% | +461.1% | +873.8% | +943.3% |
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 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