+220.6%
APLD vs A
+44.2%
+176.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.7% | +8.0% | +8.5% |
| 7D | -12.7% | -0.1% | -12.7% | -12.2% |
| 30D | -34.7% | +3.4% | -38.0% | -35.6% |
| 3M | -46.1% | +23.8% | -69.9% | -53.2% |
| 6M | -64.9% | +49.0% | -113.9% | -73.8% |
| YTD | -36.6% | +29.4% | -66.0% | -47.6% |
| 1Y | -50.0% | +19.4% | -69.3% | -56.3% |
| 3Y | +190.1% | +66.2% | +123.9% | +82.0% |
| All | +220.6% | +44.2% | +176.4% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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