+736.0%
PLTR vs APLD
+160.5%
+575.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -14.7% | +5.0% | -7.7% |
| 7D | -21.1% | -27.0% | +5.9% | -17.6% |
| 30D | -19.3% | -44.1% | +24.8% | -12.9% |
| 3M | -2.2% | -52.6% | +50.4% | +7.3% |
| 6M | +14.0% | -64.5% | +78.5% | +27.7% |
| YTD | -12.8% | -42.2% | +29.4% | -11.3% |
| 1Y | -17.5% | -57.2% | +39.7% | -13.2% |
| All | +736.0% | +160.5% | +575.5% | +477.9% |
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 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