+46.1%
T vs APLD
+239.8%
-193.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | 0.0% |
| 7D | +2.5% | +2.7% | -0.2% | +2.5% |
| 30D | -3.8% | -21.4% | +17.7% | -3.7% |
| 3M | -8.7% | -47.8% | +39.1% | -8.5% |
| 6M | -8.1% | -64.9% | +56.8% | -7.7% |
| YTD | -6.4% | -34.9% | +28.4% | -6.7% |
| 1Y | -9.8% | -30.7% | +21.0% | -10.1% |
| 3Y | +65.5% | +305.3% | -239.8% | +55.4% |
| All | +46.1% | +239.8% | -193.7% | +30.6% |
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