+940.6%
NVDA vs APLD
+461.1%
+479.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | +5.4% | -40.3% | +45.6% | +10.6% |
| 6M | +26.0% | -8.0% | +34.0% | +24.9% |
| YTD | +23.7% | +7.5% | +16.1% | +19.4% |
| 1Y | +34.4% | +84.0% | -49.6% | +21.1% |
| 3Y | +375.8% | +356.2% | +19.6% | +247.4% |
| All | +940.6% | +461.1% | +479.6% | +569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling