+37.1%
ON vs APLD
+461.1%
-424.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | +2.4% | +4.1% | -1.6% | +2.1% |
| 30D | -3.3% | -11.7% | +8.4% | -2.3% |
| 3M | -43.6% | -40.3% | -3.3% | -41.1% |
| 6M | +19.0% | -8.0% | +26.9% | +19.3% |
| YTD | +37.4% | +7.5% | +29.8% | +34.9% |
| 1Y | +54.8% | +84.0% | -29.3% | +44.3% |
| 3Y | -25.2% | +356.2% | -381.4% | -41.2% |
| All | +37.1% | +461.1% | -424.0% | -7.2% |
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