+105.1%
V vs APLD
+201.5%
-96.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.7% | +11.5% | -2.9% |
| 7D | +2.9% | -27.0% | +29.9% | +3.5% |
| 30D | +14.0% | -44.1% | +58.1% | +15.3% |
| 3M | +14.9% | -52.6% | +67.4% | +16.4% |
| 6M | +31.7% | -64.5% | +96.2% | +34.0% |
| YTD | +21.2% | -42.2% | +63.4% | +21.1% |
| 1Y | +25.3% | -57.2% | +82.4% | +25.8% |
| 3Y | +77.5% | +159.5% | -82.0% | +62.2% |
| All | +105.1% | +201.5% | -96.4% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling