+57.1%
ORCL vs APLD
+254.9%
-197.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -6.5% | -6.3% | -0.2% | -6.1% |
| 30D | -16.6% | -29.6% | +13.0% | -14.2% |
| 3M | -21.6% | -42.6% | +21.0% | -18.2% |
| 6M | -39.4% | -59.6% | +20.2% | -35.4% |
| YTD | -38.7% | -32.0% | -6.7% | -37.5% |
| 1Y | -50.4% | -46.9% | -3.4% | -48.8% |
| 3Y | +8.1% | +255.7% | -247.6% | -2.2% |
| All | +57.1% | +254.9% | -197.8% | +38.9% |
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