+14.5%
TSLA vs APLD
+239.8%
-225.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.8% | +4.0% | -1.2% |
| 7D | +8.9% | +2.7% | +6.2% | +8.6% |
| 30D | +6.3% | -21.4% | +27.7% | +8.6% |
| 3M | +14.8% | -47.8% | +62.6% | +21.8% |
| 6M | -12.4% | -64.9% | +52.5% | -4.2% |
| YTD | -13.2% | -34.9% | +21.6% | -12.2% |
| 1Y | -2.9% | -30.7% | +27.8% | -3.0% |
| 3Y | +74.4% | +305.3% | -230.9% | +31.9% |
| All | +14.5% | +239.8% | -225.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling