-20.7%
NFLX vs APLD
-2.9%
-17.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.8% | -7.1% | -5.3% |
| 7D | -4.2% | +4.1% | -8.3% | -4.2% |
| 30D | +5.5% | -11.7% | +17.2% | +5.2% |
| 3M | -4.1% | -40.3% | +36.2% | -4.3% |
| 6M | -20.7% | -8.0% | -12.7% | -21.9% |
| All | -20.7% | -2.9% | -17.8% | -21.9% |
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 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