+1,211.6%
PLTR vs APLD
+255.7%
+955.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.5% | -2.0% | +4.6% |
| 7D | -5.1% | +3.1% | -8.2% | -5.6% |
| 30D | -19.1% | -29.4% | +10.3% | -15.8% |
| 3M | -1.6% | -42.8% | +41.1% | +4.3% |
| 6M | +22.8% | -59.5% | +82.3% | +33.8% |
| YTD | -4.8% | -31.8% | +27.0% | -5.1% |
| 1Y | -4.9% | -46.0% | +41.1% | -3.1% |
| 3Y | +826.1% | +252.0% | +574.1% | +552.9% |
| All | +1,211.6% | +255.7% | +955.9% | +728.9% |
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