+101.6%
QQQ vs APLD
+255.7%
-154.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +3.1% |
| 7D | -0.3% | +3.1% | -3.3% | -0.5% |
| 30D | -9.6% | -29.4% | +19.8% | -7.9% |
| 3M | -5.9% | -42.8% | +36.8% | -3.3% |
| 6M | -4.3% | -59.5% | +55.2% | -0.2% |
| YTD | +11.0% | -31.8% | +42.8% | +11.4% |
| 1Y | +11.9% | -46.0% | +58.0% | +13.3% |
| 3Y | +86.7% | +252.0% | -165.3% | +60.2% |
| All | +101.6% | +255.7% | -154.2% | +61.0% |
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 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