+10.5%
ON vs APLD
+285.2%
-274.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.4% | -1.6% | +4.9% |
| 7D | +3.3% | +7.8% | -4.5% | +2.5% |
| 30D | -3.1% | -23.0% | +19.8% | -0.7% |
| 3M | -9.2% | -39.7% | +30.4% | -4.8% |
| 6M | -31.4% | -59.8% | +28.5% | -25.6% |
| YTD | +36.0% | -27.0% | +62.9% | +38.8% |
| 1Y | +52.0% | -37.3% | +89.3% | +56.0% |
| All | +10.5% | +285.2% | -274.7% | -6.5% |
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 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