+607.2%
NBIS vs APLD
+105.4%
+501.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.5% | +1.7% | +5.5% |
| 7D | 0.0% | +3.1% | -3.0% | -0.9% |
| 30D | -36.0% | -29.4% | -6.6% | -23.4% |
| 3M | -24.7% | -42.8% | +18.0% | 0.0% |
| 6M | -20.1% | -59.5% | +39.4% | +25.6% |
| YTD | +69.0% | -31.8% | +100.8% | +110.9% |
| 1Y | +27.1% | -46.0% | +73.1% | +71.5% |
| All | +607.2% | +105.4% | +501.8% | +463.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling