+59.6%
T vs APLD
+185.8%
-126.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.7% | -10.6% | -0.7% |
| 7D | +1.0% | -12.7% | +13.7% | +0.9% |
| 30D | -10.6% | -34.7% | +24.1% | -11.0% |
| 3M | -7.7% | -46.1% | +38.4% | -8.3% |
| 6M | -13.3% | -64.9% | +51.5% | -14.1% |
| YTD | -8.8% | -36.6% | +27.8% | -8.9% |
| 1Y | -8.4% | -50.0% | +41.6% | -8.6% |
| 3Y | +59.6% | +190.1% | -130.5% | +58.0% |
| All | +59.6% | +185.8% | -126.2% | +58.0% |
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