+287.2%
SMH vs APLD
+230.9%
+56.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.7% | -6.1% | +2.7% |
| 7D | -11.2% | -12.7% | +1.5% | -10.1% |
| 30D | -25.8% | -34.7% | +8.9% | -22.9% |
| 3M | -18.8% | -46.1% | +27.3% | -14.3% |
| 6M | -15.6% | -64.9% | +49.2% | -8.2% |
| YTD | +28.8% | -36.6% | +65.4% | +32.3% |
| 1Y | +32.6% | -50.0% | +82.5% | +37.8% |
| 3Y | +213.6% | +190.1% | +23.5% | +162.9% |
| All | +287.2% | +230.9% | +56.3% | +192.5% |
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