+15.4%
NEE vs APLD
+239.8%
-224.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | -0.1% |
| 7D | -2.1% | +2.7% | -4.8% | -2.2% |
| 30D | +8.6% | -21.4% | +30.0% | +9.0% |
| 3M | -0.3% | -47.8% | +47.6% | +0.8% |
| 6M | -8.9% | -64.9% | +56.0% | -7.3% |
| YTD | +8.3% | -34.9% | +43.2% | +8.4% |
| 1Y | +4.3% | -30.7% | +35.0% | +4.0% |
| 3Y | +70.7% | +305.3% | -234.6% | +57.5% |
| All | +15.4% | +239.8% | -224.4% | +8.5% |
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