+54.6%
ORCL vs APLD
+230.9%
-176.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -8.9% | 0.0% |
| 7D | -11.2% | -12.7% | +1.6% | -10.2% |
| 30D | -18.8% | -34.7% | +15.9% | -16.0% |
| 3M | -18.8% | -46.1% | +27.3% | -14.8% |
| 6M | -39.7% | -64.9% | +25.1% | -35.1% |
| YTD | -39.6% | -36.6% | -3.1% | -38.1% |
| 1Y | -51.7% | -50.0% | -1.8% | -50.0% |
| 3Y | +10.2% | +190.1% | -179.9% | +0.7% |
| All | +54.6% | +230.9% | -176.3% | +37.5% |
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