+110.6%
ORCL vs APLD
+461.1%
-350.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.9% |
| 7D | +5.3% | +4.1% | +1.2% | +5.0% |
| 30D | +10.0% | -11.7% | +21.7% | +10.9% |
| 3M | -32.6% | -40.3% | +7.7% | -30.2% |
| 6M | +4.9% | -8.0% | +12.9% | +4.7% |
| YTD | -17.8% | +7.5% | -25.3% | -19.1% |
| 1Y | -28.0% | +84.0% | -112.0% | -31.3% |
| 3Y | +36.0% | +356.2% | -320.2% | +19.3% |
| All | +110.6% | +461.1% | -350.4% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling