+128.4%
TER vs APLD
+255.7%
-127.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.5% | +5.2% | +11.8% |
| 7D | -5.8% | +3.1% | -8.8% | -5.9% |
| 30D | -38.9% | -29.4% | -9.5% | -36.2% |
| 3M | -35.1% | -42.8% | +7.7% | -30.5% |
| 6M | -31.6% | -59.5% | +27.9% | -24.1% |
| YTD | +27.2% | -31.8% | +59.1% | +33.3% |
| 1Y | +35.2% | -46.0% | +81.2% | +43.7% |
| 3Y | +192.8% | +252.0% | -59.2% | +144.8% |
| All | +128.4% | +255.7% | -127.4% | +73.9% |
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 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