-30.5%
AAL vs APLD
+239.8%
-270.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | -0.5% |
| 7D | -0.1% | +2.7% | -2.8% | -0.3% |
| 30D | +11.7% | -21.4% | +33.1% | +13.6% |
| 3M | -12.5% | -47.8% | +35.3% | -8.1% |
| 6M | +3.6% | -64.9% | +68.5% | +11.7% |
| YTD | -14.1% | -34.9% | +20.8% | -13.3% |
| 1Y | +0.8% | -30.7% | +31.5% | +0.6% |
| 3Y | +11.8% | +305.3% | -293.5% | -13.6% |
| All | -30.5% | +239.8% | -270.3% | -50.2% |
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 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