+69.2%
ORCL vs APLD
+260.6%
-191.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.5% |
| 7D | +10.4% | +19.6% | -9.2% | +8.7% |
| 30D | -11.2% | -24.5% | +13.2% | -9.2% |
| 3M | -16.8% | -45.6% | +28.8% | -12.8% |
| 6M | -31.5% | -61.4% | +29.9% | -26.8% |
| YTD | -33.9% | -30.9% | -3.0% | -32.7% |
| 1Y | -43.3% | -35.8% | -7.4% | -42.1% |
| 3Y | +16.5% | +261.4% | -244.9% | +5.3% |
| All | +69.2% | +260.6% | -191.4% | +49.5% |
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 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