+56.4%
V vs APLD
+351.5%
-295.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.0% |
| 7D | -1.7% | +4.1% | -5.8% | -1.8% |
| 30D | +2.0% | -11.7% | +13.7% | +2.1% |
| 3M | +17.4% | -40.3% | +57.6% | +18.1% |
| 6M | +17.5% | -8.0% | +25.5% | +17.0% |
| YTD | +7.6% | +7.5% | 0.0% | +6.5% |
| 1Y | +7.7% | +84.0% | -76.3% | +4.9% |
| All | +56.4% | +351.5% | -295.1% | +44.0% |
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