+131.7%
TER vs APLD
+239.8%
-108.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.8% | +0.4% | -4.6% |
| 7D | +14.4% | +2.7% | +11.7% | +14.1% |
| 30D | -30.6% | -21.4% | -9.1% | -28.3% |
| 3M | -39.2% | -47.8% | +8.7% | -34.1% |
| 6M | -31.3% | -64.9% | +33.6% | -22.6% |
| YTD | +29.1% | -34.9% | +63.9% | +36.1% |
| 1Y | +47.4% | -30.7% | +78.2% | +54.0% |
| 3Y | +191.2% | +305.3% | -114.1% | +142.3% |
| All | +131.7% | +239.8% | -108.1% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling