+195.0%
TQQQ vs APLD
+243.4%
-48.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.8% | +2.1% | -2.5% |
| 7D | +10.4% | +2.7% | +7.7% | +9.9% |
| 30D | -22.2% | -21.4% | -0.8% | -18.1% |
| 3M | -25.1% | -47.8% | +22.8% | -15.3% |
| 6M | -25.0% | -64.9% | +39.9% | -9.7% |
| YTD | +10.1% | -34.9% | +44.9% | +17.0% |
| 1Y | +11.0% | -30.7% | +41.8% | +16.2% |
| 3Y | +195.0% | +305.3% | -110.4% | +112.2% |
| All | +195.0% | +243.4% | -48.5% | +112.2% |
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