+309.2%
NVDA vs APLD
+185.8%
+123.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.7% | -7.0% | +1.6% |
| 7D | -8.8% | -12.7% | +3.9% | -7.3% |
| 30D | -21.4% | -34.7% | +13.3% | -17.5% |
| 3M | -14.7% | -46.1% | +31.4% | -8.7% |
| 6M | -10.0% | -64.9% | +54.9% | +0.1% |
| YTD | +0.3% | -36.6% | +36.9% | +2.3% |
| 1Y | -0.5% | -50.0% | +49.4% | +3.3% |
| 3Y | +309.2% | +190.1% | +119.1% | +220.3% |
| All | +309.2% | +185.8% | +123.3% | +220.3% |
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