+84.2%
NFLX vs APLD
+281.1%
-196.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.4% | -5.4% | +1.7% |
| 7D | -2.8% | +7.8% | -10.6% | -3.2% |
| 30D | -8.6% | -23.0% | +14.4% | -7.8% |
| 3M | -13.7% | -39.7% | +26.0% | -12.1% |
| 6M | -24.5% | -59.8% | +35.4% | -22.0% |
| YTD | -31.2% | -27.0% | -4.2% | -32.1% |
| 1Y | -43.2% | -37.3% | -5.9% | -43.7% |
| 3Y | +44.3% | +281.9% | -237.6% | +16.8% |
| All | +84.2% | +281.1% | -196.9% | +13.2% |
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 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