+375.4%
NVDA vs APLD
+351.5%
+23.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.6% |
| 7D | +5.9% | +4.1% | +1.8% | +5.4% |
| 30D | +5.1% | -11.7% | +16.8% | +6.6% |
| 3M | +5.4% | -40.3% | +45.6% | +11.1% |
| 6M | +26.0% | -8.0% | +34.0% | +24.8% |
| YTD | +23.7% | +7.5% | +16.1% | +19.0% |
| 1Y | +34.4% | +84.0% | -49.6% | +19.8% |
| All | +375.4% | +351.5% | +23.9% | +240.8% |
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