+73.5%
NOK vs APLD
+255.7%
-182.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.5% | -0.7% | +6.3% |
| 7D | -1.4% | +3.1% | -4.5% | -1.6% |
| 30D | -21.0% | -29.4% | +8.3% | -19.5% |
| 3M | -12.6% | -42.8% | +30.2% | -10.0% |
| 6M | -36.2% | -59.5% | +23.3% | -33.4% |
| YTD | +26.4% | -31.8% | +58.2% | +28.7% |
| 1Y | +19.6% | -46.0% | +65.6% | +22.3% |
| 3Y | +152.6% | +252.0% | -99.4% | +132.6% |
| All | +73.5% | +255.7% | -182.3% | +51.7% |
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