+10.9%
TSLA vs APLD
+255.7%
-244.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.5% | -2.0% | +4.8% |
| 7D | -6.4% | +3.1% | -9.5% | -6.7% |
| 30D | -1.2% | -29.4% | +28.2% | +2.0% |
| 3M | +15.1% | -42.8% | +57.8% | +20.9% |
| 6M | -11.7% | -59.5% | +47.7% | -4.8% |
| YTD | -15.9% | -31.8% | +15.9% | -15.3% |
| 1Y | -12.0% | -46.0% | +34.0% | -10.0% |
| 3Y | +80.0% | +252.0% | -172.0% | +37.3% |
| All | +10.9% | +255.7% | -244.8% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling