+45.9%
NFLX vs APLD
+185.8%
-140.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.7% | -13.0% | -3.5% |
| 7D | +2.1% | -12.7% | +14.9% | +2.4% |
| 30D | -9.0% | -34.7% | +25.7% | -8.3% |
| 3M | -14.0% | -46.1% | +32.2% | -12.9% |
| 6M | -28.2% | -64.9% | +36.7% | -26.7% |
| YTD | -32.4% | -36.6% | +4.2% | -32.8% |
| 1Y | -42.2% | -50.0% | +7.8% | -42.3% |
| 3Y | +45.9% | +190.1% | -144.3% | +31.9% |
| All | +45.9% | +185.8% | -140.0% | +31.9% |
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