+26.0%
V vs APLD
-45.0%
+71.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.8% | -6.3% | +7.1% | +0.7% |
| 30D | +9.9% | -29.6% | +39.5% | +9.3% |
| 3M | +17.5% | -42.6% | +60.1% | +16.5% |
| 6M | +33.5% | -59.6% | +93.0% | +32.2% |
| YTD | +21.6% | -32.0% | +53.5% | +20.0% |
| All | +26.0% | -45.0% | +71.1% | +24.1% |
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