+105.3%
V vs APLD
+254.9%
-149.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.6% | -6.3% | +7.0% | +0.7% |
| 30D | +9.7% | -29.6% | +39.3% | +10.4% |
| 3M | +17.3% | -42.6% | +59.9% | +18.4% |
| 6M | +33.2% | -59.6% | +92.8% | +35.1% |
| YTD | +21.3% | -32.0% | +53.3% | +20.7% |
| 1Y | +27.3% | -46.9% | +74.3% | +27.2% |
| 3Y | +76.1% | +255.7% | -179.6% | +59.6% |
| All | +105.3% | +254.9% | -149.6% | +79.4% |
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 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