+242.8%
NVDA vs APLD
+264.5%
-21.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.0% | -3.7% |
| 7D | -8.5% | +19.6% | -28.1% | -10.6% |
| 30D | -27.3% | -24.5% | -2.8% | -25.1% |
| 3M | -25.8% | -45.6% | +19.8% | -20.7% |
| 6M | -24.6% | -61.4% | +36.9% | -17.0% |
| YTD | -10.7% | -30.9% | +20.2% | -9.9% |
| 1Y | -14.0% | -35.8% | +21.8% | -13.3% |
| All | +242.8% | +264.5% | -21.7% | +152.1% |
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