+16.7%
ON vs APLD
+230.9%
-214.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.3% | -0.5% |
| 7D | -11.7% | -12.7% | +1.0% | -10.6% |
| 30D | -23.3% | -34.7% | +11.4% | -20.3% |
| 3M | -19.2% | -46.1% | +26.9% | -14.8% |
| 6M | -40.1% | -64.9% | +24.7% | -34.8% |
| YTD | +16.9% | -36.6% | +53.5% | +20.2% |
| 1Y | +29.7% | -50.0% | +79.7% | +34.9% |
| 3Y | -4.4% | +190.1% | -194.5% | -21.6% |
| All | +16.7% | +230.9% | -214.2% | -17.3% |
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