+82.5%
NFLX vs APLD
+255.7%
-173.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | +0.5% |
| 7D | +2.6% | +3.1% | -0.5% | +2.3% |
| 30D | -9.0% | -29.4% | +20.4% | -7.9% |
| 3M | -13.7% | -42.8% | +29.0% | -12.0% |
| 6M | -26.9% | -59.5% | +32.6% | -24.6% |
| YTD | -31.8% | -31.8% | 0.0% | -32.5% |
| 1Y | -42.1% | -46.0% | +4.0% | -42.2% |
| 3Y | +47.0% | +252.0% | -205.0% | +19.4% |
| All | +82.5% | +255.7% | -173.3% | +12.6% |
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