+3.4%
NOW vs APLD
+253.4%
-250.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | 0.0% |
| 7D | -27.5% | -18.5% | -9.0% | -26.9% |
| 30D | -20.0% | -32.8% | +12.7% | -18.8% |
| 3M | -7.9% | -46.9% | +39.0% | -5.7% |
| 6M | +18.3% | -53.4% | +71.7% | +20.8% |
| YTD | -29.0% | -32.3% | +3.3% | -29.9% |
| 1Y | -38.7% | -46.5% | +7.8% | -38.9% |
| 3Y | -10.3% | +204.2% | -214.5% | -26.3% |
| All | +3.4% | +253.4% | -250.0% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling