+61.0%
T vs APLD
+160.5%
-99.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.7% | +14.6% | -0.3% |
| 7D | +4.3% | -27.0% | +31.3% | +3.9% |
| 30D | -9.7% | -44.1% | +34.4% | -10.3% |
| 3M | -4.3% | -52.6% | +48.3% | -5.1% |
| 6M | -13.7% | -64.5% | +50.8% | -14.4% |
| YTD | -8.0% | -42.2% | +34.2% | -8.3% |
| 1Y | -6.9% | -57.2% | +50.3% | -7.3% |
| All | +61.0% | +160.5% | -99.4% | +59.2% |
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 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