+570.0%
NBIS vs APLD
+104.9%
+465.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.0% | -5.1% |
| 7D | -11.6% | -6.3% | -5.3% | -8.3% |
| 30D | -39.4% | -29.6% | -9.8% | -27.3% |
| 3M | -27.2% | -42.6% | +15.4% | -3.4% |
| 6M | -24.3% | -59.6% | +35.2% | +19.2% |
| YTD | +60.1% | -32.0% | +92.1% | +100.0% |
| 1Y | +21.9% | -46.9% | +68.8% | +65.5% |
| All | +570.0% | +104.9% | +465.1% | +434.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling