-25.3%
AAL vs APLD
+255.7%
-281.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.5% | -0.1% | +6.8% |
| 7D | +8.3% | +3.1% | +5.2% | +7.8% |
| 30D | +11.0% | -29.4% | +40.4% | +13.9% |
| 3M | -11.2% | -42.8% | +31.6% | -7.4% |
| 6M | +6.1% | -59.5% | +65.5% | +12.9% |
| YTD | -7.6% | -31.8% | +24.2% | -7.2% |
| 1Y | +3.7% | -46.0% | +49.8% | +5.5% |
| 3Y | +20.5% | +252.0% | -231.5% | -6.0% |
| All | -25.3% | +255.7% | -281.0% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling