+63.1%
T vs APLD
+251.2%
-188.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | +2.6% | -6.3% | +8.9% | +2.5% |
| 30D | -1.1% | -29.6% | +28.5% | -1.4% |
| 3M | -7.7% | -42.6% | +34.9% | -8.3% |
| 6M | -10.6% | -59.6% | +48.9% | -11.3% |
| YTD | -7.5% | -32.0% | +24.5% | -7.5% |
| 1Y | -7.4% | -46.9% | +39.5% | -7.5% |
| 3Y | +63.1% | +255.7% | -192.6% | +61.8% |
| All | +63.1% | +251.2% | -188.1% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling