+63.4%
TSLA vs APLD
+185.8%
-122.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.7% | -5.5% | +3.0% |
| 7D | -10.4% | -12.7% | +2.3% | -9.0% |
| 30D | -5.2% | -34.7% | +29.5% | -0.6% |
| 3M | +12.1% | -46.1% | +58.2% | +19.7% |
| 6M | -10.2% | -64.9% | +54.7% | -0.3% |
| YTD | -20.3% | -36.6% | +16.2% | -18.9% |
| 1Y | -19.7% | -50.0% | +30.3% | -16.8% |
| 3Y | +63.4% | +190.1% | -126.7% | +24.2% |
| All | +63.4% | +185.8% | -122.5% | +24.2% |
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