+42.5%
T vs APLD
+230.9%
-188.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.7% | -10.6% | -0.9% |
| 7D | +1.0% | -12.7% | +13.7% | +1.1% |
| 30D | -10.6% | -34.7% | +24.1% | -10.5% |
| 3M | -7.7% | -46.1% | +38.4% | -7.5% |
| 6M | -13.3% | -64.9% | +51.5% | -12.9% |
| YTD | -8.8% | -36.6% | +27.8% | -9.0% |
| 1Y | -8.4% | -50.0% | +41.6% | -8.4% |
| 3Y | +59.6% | +190.1% | -130.5% | +51.0% |
| All | +42.5% | +230.9% | -188.4% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling