+94.7%
QQQ vs APLD
+230.9%
-136.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.7% | -8.3% | +0.8% |
| 7D | -5.0% | -12.7% | +7.7% | -4.3% |
| 30D | -13.4% | -34.7% | +21.3% | -11.4% |
| 3M | -8.1% | -46.1% | +38.0% | -5.2% |
| 6M | -5.5% | -64.9% | +59.4% | -0.7% |
| YTD | +7.2% | -36.6% | +43.7% | +8.1% |
| 1Y | +7.8% | -50.0% | +57.7% | +9.5% |
| 3Y | +80.7% | +190.1% | -109.4% | +56.7% |
| All | +94.7% | +230.9% | -136.2% | +56.2% |
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