+221.4%
PANW vs APLD
+502.3%
-280.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.4% | -6.2% | +0.8% |
| 7D | -6.9% | +16.6% | -23.5% | -7.6% |
| 30D | -7.4% | -3.1% | -4.3% | -7.3% |
| 3M | +26.5% | -30.9% | +57.4% | +28.0% |
| 6M | +104.2% | +12.6% | +91.6% | +101.2% |
| YTD | +82.9% | +15.5% | +67.5% | +79.1% |
| 1Y | +70.7% | +103.5% | -32.8% | +62.3% |
| 3Y | +170.9% | +446.5% | -275.6% | +132.3% |
| All | +221.4% | +502.3% | -280.9% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling