-8.2%
AAL vs APLD
+351.5%
-359.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +1.1% |
| 7D | -3.7% | +4.1% | -7.8% | -4.1% |
| 30D | -20.8% | -11.7% | -9.1% | -20.0% |
| 3M | -1.3% | -40.3% | +39.0% | +2.8% |
| 6M | +5.4% | -8.0% | +13.3% | +4.7% |
| YTD | -14.4% | +7.5% | -21.9% | -16.9% |
| 1Y | +2.1% | +84.0% | -81.9% | -6.2% |
| All | -8.2% | +351.5% | -359.7% | -31.6% |
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