-19.3%
ONDS vs APLD
+255.7%
-275.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.5% | +4.4% | +10.5% |
| 7D | +3.8% | +3.1% | +0.7% | +3.7% |
| 30D | -11.3% | -29.4% | +18.1% | -5.1% |
| 3M | -34.5% | -42.8% | +8.3% | -27.6% |
| 6M | -34.1% | -59.5% | +25.4% | -22.6% |
| YTD | -38.8% | -31.8% | -7.0% | -34.5% |
| 1Y | +2.8% | -46.0% | +48.8% | +13.7% |
| 3Y | +1,111.0% | +252.0% | +859.0% | +901.0% |
| All | -19.3% | +255.7% | -275.1% | -47.3% |
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 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