+5.1%
TSLA vs APLD
+230.9%
-225.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.7% | -5.5% | +3.2% |
| 7D | -10.4% | -12.7% | +2.3% | -9.2% |
| 30D | -5.2% | -34.7% | +29.5% | -1.3% |
| 3M | +12.1% | -46.1% | +58.2% | +18.6% |
| 6M | -10.2% | -64.9% | +54.7% | -1.8% |
| YTD | -20.3% | -36.6% | +16.2% | -19.1% |
| 1Y | -19.7% | -50.0% | +30.3% | -17.2% |
| 3Y | +63.4% | +190.1% | -126.7% | +26.8% |
| All | +5.1% | +230.9% | -225.7% | -24.5% |
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