+113.1%
QQQ vs APLD
+461.1%
-347.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +0.4% | +4.1% | -3.7% | +0.1% |
| 30D | +0.2% | -11.7% | +11.9% | +0.9% |
| 3M | -2.8% | -40.3% | +37.5% | -0.4% |
| 6M | +18.0% | -8.0% | +26.0% | +17.4% |
| YTD | +17.3% | +7.5% | +9.8% | +15.1% |
| 1Y | +25.6% | +84.0% | -58.4% | +19.0% |
| 3Y | +93.7% | +356.2% | -262.5% | +63.6% |
| All | +113.1% | +461.1% | -347.9% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling