+61.0%
NEE vs APLD
+185.8%
-124.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.7% | -11.2% | -1.6% |
| 7D | +3.9% | -12.7% | +16.6% | +4.1% |
| 30D | +12.8% | -34.7% | +47.5% | +13.6% |
| 3M | +3.6% | -46.1% | +49.7% | +4.6% |
| 6M | -7.5% | -64.9% | +57.4% | -5.9% |
| YTD | +10.7% | -36.6% | +47.3% | +10.9% |
| 1Y | +9.1% | -50.0% | +59.1% | +9.6% |
| 3Y | +61.0% | +190.1% | -129.1% | +44.2% |
| All | +61.0% | +185.8% | -124.8% | +44.2% |
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