+231.5%
TER vs APLD
+461.1%
-229.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.3% |
| 7D | +0.6% | +4.1% | -3.4% | +0.2% |
| 30D | -8.3% | -11.7% | +3.4% | -6.9% |
| 3M | -12.2% | -40.3% | +28.1% | -7.0% |
| 6M | +17.1% | -8.0% | +25.0% | +18.2% |
| YTD | +84.7% | +7.5% | +77.1% | +82.8% |
| 1Y | +199.9% | +84.0% | +115.9% | +181.9% |
| 3Y | +232.8% | +356.2% | -123.5% | +165.6% |
| All | +231.5% | +461.1% | -229.6% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling