+25.0%
V vs APLD
-41.4%
+66.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.6% |
| 7D | -0.4% | +19.6% | -20.0% | 0.0% |
| 30D | +6.3% | -24.5% | +30.8% | +5.9% |
| 3M | +17.2% | -45.6% | +62.7% | +16.1% |
| 6M | +29.2% | -61.4% | +90.7% | +28.1% |
| YTD | +20.8% | -30.9% | +51.7% | +19.2% |
| 1Y | +25.0% | -35.8% | +60.8% | +23.3% |
| All | +25.0% | -41.4% | +66.4% | +23.3% |
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