+112.9%
QQQ vs APLD
+502.3%
-389.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.4% | -0.5% |
| 7D | +1.5% | +16.6% | -15.0% | +0.6% |
| 30D | -0.6% | -3.1% | +2.5% | -0.6% |
| 3M | +0.4% | -30.9% | +31.3% | +2.1% |
| 6M | +20.1% | +12.6% | +7.5% | +18.2% |
| YTD | +17.2% | +15.5% | +1.8% | +14.5% |
| 1Y | +24.7% | +103.5% | -78.8% | +17.5% |
| 3Y | +96.2% | +446.5% | -350.4% | +64.1% |
| All | +112.9% | +502.3% | -389.4% | +65.6% |
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