+67.3%
T vs APLD
+461.1%
-393.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | -1.3% | +4.1% | -5.3% | -1.3% |
| 30D | +11.4% | -11.7% | +23.1% | +11.4% |
| 3M | +14.3% | -40.3% | +54.6% | +14.6% |
| 6M | -9.3% | -8.0% | -1.3% | -9.3% |
| YTD | +7.1% | +7.5% | -0.4% | +6.7% |
| 1Y | -9.1% | +84.0% | -93.1% | -10.3% |
| 3Y | +105.3% | +356.2% | -250.9% | +93.9% |
| All | +67.3% | +461.1% | -393.8% | +49.3% |
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