+77.6%
V vs APLD
+160.5%
-82.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.7% | +11.5% | -3.0% |
| 7D | +2.9% | -27.0% | +29.9% | +3.2% |
| 30D | +14.0% | -44.1% | +58.1% | +14.7% |
| 3M | +14.9% | -52.6% | +67.4% | +15.7% |
| 6M | +31.7% | -64.5% | +96.2% | +33.0% |
| YTD | +21.2% | -42.2% | +63.4% | +20.7% |
| 1Y | +25.3% | -57.2% | +82.4% | +25.3% |
| All | +77.6% | +160.5% | -82.9% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling