+318.7%
SMH vs APLD
+260.6%
+58.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -0.5% |
| 7D | +12.1% | +19.6% | -7.6% | +10.1% |
| 30D | -14.7% | -24.5% | +9.8% | -12.6% |
| 3M | -14.2% | -45.6% | +31.4% | -9.6% |
| 6M | -10.6% | -61.4% | +50.8% | -3.6% |
| YTD | +39.3% | -30.9% | +70.2% | +41.8% |
| 1Y | +41.6% | -35.8% | +77.4% | +44.3% |
| 3Y | +223.4% | +261.4% | -38.1% | +166.6% |
| All | +318.7% | +260.6% | +58.0% | +213.7% |
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