-68.5%
NKE vs APLD
+462.1%
-530.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.4% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -8.2% | -15.2% | +7.0% | -7.8% |
| 3M | -19.1% | -36.3% | +17.2% | -18.2% |
| 6M | -32.6% | -7.4% | -25.3% | -33.0% |
| YTD | -40.7% | +7.7% | -48.5% | -41.6% |
| 1Y | -48.9% | +53.8% | -102.6% | -50.7% |
| 3Y | -59.2% | +407.1% | -466.3% | -64.7% |
| All | -68.5% | +462.1% | -530.6% | -75.3% |
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