+28.3%
ON vs APLD
+254.9%
-226.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.7% |
| 7D | -4.1% | -6.3% | +2.2% | -3.5% |
| 30D | -10.2% | -29.6% | +19.3% | -7.4% |
| 3M | -12.7% | -42.6% | +29.9% | -8.5% |
| 6M | -32.5% | -59.6% | +27.0% | -27.4% |
| YTD | +28.6% | -32.0% | +60.5% | +31.3% |
| 1Y | +43.4% | -46.9% | +90.4% | +48.3% |
| 3Y | +3.3% | +255.7% | -252.3% | -16.7% |
| All | +28.3% | +254.9% | -226.6% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling