-94.9%
SQQQ vs APLD
+477.4%
-572.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.2% |
| 7D | -2.7% | +9.0% | -11.6% | -1.2% |
| 30D | +2.4% | -6.6% | +9.0% | +1.7% |
| 3M | -8.0% | -35.2% | +27.2% | -11.6% |
| 6M | -43.9% | +0.4% | -44.3% | -40.3% |
| YTD | -42.2% | +10.7% | -52.9% | -35.9% |
| 1Y | -51.8% | +78.6% | -130.3% | -40.8% |
| 3Y | -89.7% | +423.9% | -513.7% | -80.7% |
| All | -94.9% | +477.4% | -572.3% | -87.3% |
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