+80.9%
NFLX vs APLD
+230.9%
-149.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.7% | -13.0% | -3.7% |
| 7D | +2.1% | -12.7% | +14.9% | +2.6% |
| 30D | -9.0% | -34.7% | +25.7% | -7.5% |
| 3M | -14.0% | -46.1% | +32.2% | -11.9% |
| 6M | -28.2% | -64.9% | +36.7% | -25.4% |
| YTD | -32.4% | -36.6% | +4.2% | -32.8% |
| 1Y | -42.2% | -50.0% | +7.8% | -42.1% |
| 3Y | +45.9% | +190.1% | -144.3% | +20.0% |
| All | +80.9% | +230.9% | -149.9% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling