+29.3%
V vs APLD
-46.0%
+75.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.7% | +10.6% | +3.7% |
| 7D | +9.0% | -18.5% | +27.5% | +8.6% |
| 30D | +18.1% | -32.8% | +50.8% | +17.3% |
| 3M | +18.3% | -46.9% | +65.2% | +17.2% |
| 6M | +34.1% | -53.4% | +87.5% | +32.7% |
| YTD | +25.2% | -32.3% | +57.5% | +23.7% |
| 1Y | +29.3% | -46.5% | +75.8% | +27.4% |
| All | +29.3% | -46.0% | +75.3% | +27.4% |
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