+165.2%
NOK vs APLD
+379.5%
-214.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.6% |
| 7D | -1.8% | +4.1% | -5.8% | -2.0% |
| 30D | +4.7% | -11.7% | +16.4% | +5.5% |
| 3M | -39.7% | -40.3% | +0.6% | -38.2% |
| 6M | +23.1% | -8.0% | +31.0% | +23.6% |
| YTD | +55.0% | +7.5% | +47.5% | +54.2% |
| 1Y | +118.0% | +84.0% | +34.0% | +113.6% |
| All | +165.2% | +379.5% | -214.3% | +138.8% |
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