+44.5%
T vs APLD
+254.9%
-210.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | +2.6% | -6.3% | +8.9% | +2.6% |
| 30D | -1.1% | -29.6% | +28.5% | -1.0% |
| 3M | -7.7% | -42.6% | +34.9% | -7.5% |
| 6M | -10.6% | -59.6% | +48.9% | -10.3% |
| YTD | -7.5% | -32.0% | +24.5% | -7.7% |
| 1Y | -7.4% | -46.9% | +39.5% | -7.5% |
| 3Y | +63.1% | +255.7% | -192.6% | +53.7% |
| All | +44.5% | +254.9% | -210.4% | +29.2% |
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