+17.7%
NEE vs APLD
+255.7%
-238.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.3% |
| 7D | +2.2% | +3.1% | -0.9% | +2.0% |
| 30D | +12.3% | -29.4% | +41.6% | +12.9% |
| 3M | +3.4% | -42.8% | +46.2% | +4.4% |
| 6M | -5.3% | -59.5% | +54.2% | -3.9% |
| YTD | +10.6% | -31.8% | +42.4% | +10.5% |
| 1Y | +6.5% | -46.0% | +52.5% | +6.7% |
| 3Y | +73.5% | +252.0% | -178.5% | +60.6% |
| All | +17.7% | +255.7% | -238.0% | +10.7% |
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