+43.6%
T vs APLD
+255.7%
-212.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.8% |
| 7D | +1.7% | +3.1% | -1.4% | +1.7% |
| 30D | -1.7% | -29.4% | +27.7% | -1.6% |
| 3M | -7.3% | -42.8% | +35.4% | -7.1% |
| 6M | -11.2% | -59.5% | +48.3% | -10.8% |
| YTD | -8.1% | -31.8% | +23.8% | -8.3% |
| 1Y | -8.0% | -46.0% | +38.0% | -8.1% |
| 3Y | +62.1% | +252.0% | -189.9% | +52.9% |
| All | +43.6% | +255.7% | -212.1% | +28.4% |
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