-7.5%
NEE vs APLD
-61.4%
+53.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.7% | -11.2% | -1.4% |
| 7D | +3.9% | -12.7% | +16.6% | +3.9% |
| 30D | +12.8% | -34.7% | +47.5% | +13.5% |
| 3M | +3.6% | -46.1% | +49.7% | +4.7% |
| 6M | -7.5% | -64.9% | +57.4% | -4.8% |
| All | -7.5% | -61.4% | +53.9% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling