+4.6%
TSLA vs APLD
+85.3%
-80.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.7% | -6.2% |
| 7D | +1.5% | +4.1% | -2.5% | +1.0% |
| 30D | +10.1% | -11.7% | +21.8% | +11.8% |
| 3M | -15.4% | -40.3% | +24.9% | -10.2% |
| 6M | -12.8% | -8.0% | -4.8% | -13.8% |
| YTD | -21.3% | +7.5% | -28.8% | -24.4% |
| 1Y | +4.6% | +84.0% | -79.4% | -0.6% |
| All | +4.6% | +85.3% | -80.7% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling