+379.2%
SMH vs APLD
+477.4%
-98.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.5% |
| 7D | +4.3% | +9.0% | -4.6% | +3.5% |
| 30D | +0.9% | -6.6% | +7.5% | +1.4% |
| 3M | -2.8% | -35.2% | +32.4% | +0.5% |
| 6M | +45.6% | +0.4% | +45.2% | +44.4% |
| YTD | +59.5% | +10.7% | +48.8% | +55.9% |
| 1Y | +93.4% | +78.6% | +14.9% | +80.9% |
| 3Y | +287.1% | +423.9% | -136.8% | +207.5% |
| All | +379.2% | +477.4% | -98.2% | +244.7% |
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