-35.6%
PATH vs APLD
+201.5%
-237.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.7% | +11.0% | -2.4% |
| 7D | -5.6% | -27.0% | +21.4% | -3.1% |
| 30D | -0.7% | -44.1% | +43.4% | +4.1% |
| 3M | -5.9% | -52.6% | +46.7% | -0.3% |
| 6M | +21.6% | -64.5% | +86.1% | +30.2% |
| YTD | -20.6% | -42.2% | +21.6% | -21.0% |
| 1Y | -10.6% | -57.2% | +46.6% | -8.7% |
| 3Y | -24.9% | +159.5% | -184.4% | -44.3% |
| All | -35.6% | +201.5% | -237.1% | -58.6% |
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 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