+19.0%
SMCI vs APLD
+285.2%
-266.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.4% | +2.1% | +7.6% |
| 7D | +2.8% | +7.8% | -5.0% | +0.8% |
| 30D | -23.9% | -23.0% | -0.9% | -18.7% |
| 3M | -3.7% | -39.7% | +36.0% | +8.9% |
| 6M | -9.2% | -59.8% | +50.6% | +12.0% |
| YTD | +4.0% | -27.0% | +30.9% | +8.6% |
| 1Y | -21.6% | -37.3% | +15.7% | -16.3% |
| All | +19.0% | +285.2% | -266.2% | -31.2% |
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 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