-13.7%
T vs APLD
-61.2%
+47.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.7% | +14.6% | -0.9% |
| 7D | +4.3% | -27.0% | +31.3% | +2.6% |
| 30D | -9.7% | -44.1% | +34.4% | -12.1% |
| 3M | -4.3% | -52.6% | +48.3% | -7.2% |
| 6M | -13.7% | -64.5% | +50.8% | -15.9% |
| All | -13.7% | -61.2% | +47.5% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling