+32.7%
ORCL vs APLD
+351.5%
-318.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.9% |
| 7D | +5.3% | +4.1% | +1.2% | +4.8% |
| 30D | +10.0% | -11.7% | +21.7% | +11.4% |
| 3M | -32.6% | -40.3% | +7.7% | -29.0% |
| 6M | +4.9% | -8.0% | +12.9% | +4.4% |
| YTD | -17.8% | +7.5% | -25.3% | -19.9% |
| 1Y | -28.0% | +84.0% | -112.0% | -33.1% |
| All | +32.7% | +351.5% | -318.9% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling