+102.6%
TER vs APLD
+230.9%
-128.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.7% | -7.2% | +1.4% |
| 7D | -20.5% | -12.7% | -7.8% | -19.0% |
| 30D | -47.0% | -34.7% | -12.3% | -44.1% |
| 3M | -43.3% | -46.1% | +2.8% | -38.8% |
| 6M | -42.9% | -64.9% | +21.9% | -35.7% |
| YTD | +12.9% | -36.6% | +49.5% | +19.2% |
| 1Y | +18.2% | -50.0% | +68.1% | +26.7% |
| 3Y | +151.8% | +190.1% | -38.3% | +114.0% |
| All | +102.6% | +230.9% | -128.3% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling