+78.4%
V vs APLD
+238.5%
-160.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.2% |
| 7D | -0.8% | +3.1% | -3.9% | -0.8% |
| 30D | +9.5% | -29.4% | +38.9% | +9.9% |
| 3M | +16.7% | -42.8% | +59.5% | +17.3% |
| 6M | +32.9% | -59.5% | +92.4% | +34.1% |
| YTD | +21.1% | -31.8% | +52.9% | +20.4% |
| 1Y | +26.6% | -46.0% | +72.7% | +26.3% |
| 3Y | +78.4% | +252.0% | -173.6% | +67.2% |
| All | +78.4% | +238.5% | -160.1% | +67.2% |
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