+145.5%
TER vs APLD
+160.5%
-15.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.7% | -0.5% | -12.6% |
| 7D | -28.2% | -27.0% | -1.2% | -24.0% |
| 30D | -50.6% | -44.1% | -6.5% | -45.3% |
| 3M | -45.3% | -52.6% | +7.2% | -37.9% |
| 6M | -40.4% | -64.5% | +24.1% | -29.6% |
| YTD | +10.0% | -42.2% | +52.2% | +21.0% |
| 1Y | +13.6% | -57.2% | +70.8% | +27.9% |
| All | +145.5% | +160.5% | -15.0% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling