+13.0%
AAL vs APLD
+185.8%
-172.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.7% | -7.8% | +1.0% |
| 7D | +4.6% | -12.7% | +17.3% | +5.6% |
| 30D | +2.6% | -34.7% | +37.3% | +6.2% |
| 3M | -17.8% | -46.1% | +28.3% | -13.7% |
| 6M | +1.9% | -64.9% | +66.7% | +10.1% |
| YTD | -14.0% | -36.6% | +22.6% | -12.9% |
| 1Y | +0.2% | -50.0% | +50.2% | +2.8% |
| 3Y | +13.0% | +190.1% | -177.1% | -9.1% |
| All | +13.0% | +185.8% | -172.8% | -9.1% |
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