+43.7%
T vs APLD
+201.5%
-157.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.7% | +14.6% | 0.0% |
| 7D | +4.3% | -27.0% | +31.3% | +4.4% |
| 30D | -9.7% | -44.1% | +34.4% | -9.5% |
| 3M | -4.3% | -52.6% | +48.3% | -4.0% |
| 6M | -13.7% | -64.5% | +50.8% | -13.3% |
| YTD | -8.0% | -42.2% | +34.2% | -8.1% |
| 1Y | -6.9% | -57.2% | +50.3% | -6.9% |
| 3Y | +59.7% | +159.5% | -99.8% | +51.2% |
| All | +43.7% | +201.5% | -157.7% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling