+10.2%
AAL vs APLD
-55.6%
+65.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.4% | -1.3% |
| 7D | +3.4% | +7.8% | -4.4% | +1.9% |
| 30D | +11.7% | -23.0% | +34.7% | +15.8% |
| 3M | -7.8% | -39.7% | +31.9% | -0.8% |
| 6M | +10.2% | -59.8% | +70.1% | +26.1% |
| All | +10.2% | -55.6% | +65.9% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling