+52.0%
SNOW vs APLD
+85.3%
-33.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.5% |
| 7D | +2.8% | +4.1% | -1.3% | +2.5% |
| 30D | +6.4% | -11.7% | +18.1% | +7.1% |
| 3M | +38.1% | -40.3% | +78.4% | +41.6% |
| 6M | +100.4% | -8.0% | +108.4% | +94.1% |
| YTD | +53.7% | +7.5% | +46.2% | +46.9% |
| 1Y | +52.0% | +84.0% | -32.1% | +44.7% |
| All | +52.0% | +85.3% | -33.4% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling