-6.4%
T vs APLD
-46.0%
+39.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +1.7% |
| 7D | +5.5% | -18.5% | +24.0% | +4.5% |
| 30D | -8.9% | -32.8% | +23.8% | -10.3% |
| 3M | -5.6% | -46.9% | +41.3% | -7.7% |
| 6M | -14.3% | -53.4% | +39.1% | -15.7% |
| YTD | -7.9% | -32.3% | +24.3% | -7.6% |
| 1Y | -6.4% | -46.5% | +40.1% | -6.9% |
| All | -6.4% | -46.0% | +39.6% | -6.9% |
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