+765.0%
PLTR vs APLD
+185.8%
+579.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.7% | -6.3% | +2.1% |
| 7D | -12.9% | -12.7% | -0.2% | -11.3% |
| 30D | -17.4% | -34.7% | +17.3% | -12.7% |
| 3M | +2.9% | -46.1% | +49.0% | +10.8% |
| 6M | +19.9% | -64.9% | +84.7% | +34.6% |
| YTD | -9.8% | -36.6% | +26.8% | -9.4% |
| 1Y | -8.4% | -50.0% | +41.6% | -5.7% |
| 3Y | +765.0% | +190.1% | +574.9% | +490.0% |
| All | +765.0% | +185.8% | +579.2% | +490.0% |
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