-16.0%
NOW vs APLD
+160.5%
-176.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.7% | +8.8% | -5.6% |
| 7D | -6.7% | -27.0% | +20.3% | -6.0% |
| 30D | -25.8% | -44.1% | +18.3% | -25.0% |
| 3M | -12.7% | -52.6% | +39.9% | -11.5% |
| 6M | +11.2% | -64.5% | +75.7% | +13.1% |
| YTD | -33.2% | -42.2% | +9.0% | -34.0% |
| 1Y | -41.8% | -57.2% | +15.4% | -41.9% |
| All | -16.0% | +160.5% | -176.5% | -27.1% |
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