-2.3%
NOW vs APLD
+255.7%
-258.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.4% |
| 7D | -3.1% | +3.1% | -6.1% | -3.3% |
| 30D | -27.0% | -29.4% | +2.3% | -26.1% |
| 3M | -17.7% | -42.8% | +25.1% | -16.1% |
| 6M | +12.7% | -59.5% | +72.2% | +15.9% |
| YTD | -32.9% | -31.8% | -1.1% | -33.9% |
| 1Y | -40.4% | -46.0% | +5.6% | -40.6% |
| 3Y | -17.1% | +252.0% | -269.1% | -32.5% |
| All | -2.3% | +255.7% | -258.1% | -25.9% |
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 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