+826.1%
PLTR vs APLD
+238.5%
+587.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.5% | -2.0% | +4.4% |
| 7D | -5.1% | +3.1% | -8.2% | -5.6% |
| 30D | -19.1% | -29.4% | +10.3% | -15.4% |
| 3M | -1.6% | -42.8% | +41.1% | +5.0% |
| 6M | +22.8% | -59.5% | +82.3% | +35.2% |
| YTD | -4.8% | -31.8% | +27.0% | -5.4% |
| 1Y | -4.9% | -46.0% | +41.1% | -3.2% |
| 3Y | +826.1% | +252.0% | +574.1% | +524.4% |
| All | +826.1% | +238.5% | +587.6% | +524.4% |
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