+636.5%
NVDA vs APLD
+239.8%
+396.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -1.4% |
| 7D | -12.7% | +2.7% | -15.4% | -13.1% |
| 30D | -26.4% | -21.4% | -5.0% | -24.7% |
| 3M | -27.6% | -47.8% | +20.2% | -22.9% |
| 6M | -27.7% | -64.9% | +37.2% | -20.5% |
| YTD | -12.5% | -34.9% | +22.4% | -11.3% |
| 1Y | -12.6% | -30.7% | +18.1% | -12.6% |
| 3Y | +235.9% | +305.3% | -69.4% | +149.8% |
| All | +636.5% | +239.8% | +396.7% | +397.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling