+1,101.8%
NBIS vs APLD
+233.4%
+868.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.5% |
| 7D | +17.8% | +9.0% | +8.8% | +13.2% |
| 30D | +30.5% | -6.6% | +37.2% | +35.7% |
| 3M | +9.2% | -35.2% | +44.4% | +36.0% |
| 6M | +153.2% | +0.4% | +152.8% | +159.0% |
| YTD | +187.1% | +10.7% | +176.5% | +181.0% |
| 1Y | +151.1% | +78.6% | +72.5% | +105.3% |
| All | +1,101.8% | +233.4% | +868.3% | +651.1% |
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