+708.0%
NVDA vs APLD
+255.7%
+452.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.5% | -11.8% | -5.1% |
| 7D | -11.6% | +3.1% | -14.7% | -12.0% |
| 30D | -22.1% | -29.4% | +7.3% | -19.4% |
| 3M | -20.1% | -42.8% | +22.6% | -15.7% |
| 6M | -16.8% | -59.5% | +42.7% | -9.8% |
| YTD | -4.0% | -31.8% | +27.8% | -3.2% |
| 1Y | -4.8% | -46.0% | +41.2% | -2.4% |
| 3Y | +281.7% | +252.0% | +29.7% | +186.9% |
| All | +708.0% | +255.7% | +452.3% | +443.0% |
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