-31.8%
AAL vs APLD
+201.5%
-233.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -14.7% | +9.6% | -3.8% |
| 7D | +1.2% | -27.0% | +28.2% | +3.8% |
| 30D | -0.5% | -44.1% | +43.5% | +4.2% |
| 3M | -22.0% | -52.6% | +30.5% | -17.4% |
| 6M | +4.5% | -64.5% | +69.0% | +12.6% |
| YTD | -15.7% | -42.2% | +26.6% | -14.0% |
| 1Y | -3.7% | -57.2% | +53.5% | 0.0% |
| 3Y | +7.9% | +159.5% | -151.6% | -13.6% |
| All | -31.8% | +201.5% | -233.3% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling