+43.2%
TER vs APLD
-46.0%
+89.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.7% | -0.1% | -4.1% |
| 7D | -19.9% | -18.5% | -1.3% | -12.9% |
| 30D | -43.5% | -32.8% | -10.8% | -34.1% |
| 3M | -37.8% | -46.9% | +9.1% | -20.7% |
| 6M | -25.6% | -53.4% | +27.8% | -2.2% |
| YTD | +29.8% | -32.3% | +62.1% | +46.6% |
| 1Y | +43.2% | -46.5% | +89.7% | +70.8% |
| All | +43.2% | -46.0% | +89.2% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling