+269.3%
APLD vs AA
-49.1%
+318.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +5.7% |
| 7D | +7.8% | +1.1% | +6.7% | +7.7% |
| 30D | -23.0% | -1.3% | -21.7% | -21.9% |
| 3M | -39.7% | -23.9% | -15.8% | -28.5% |
| 6M | -59.8% | -36.8% | -23.0% | -47.5% |
| YTD | -27.0% | -22.2% | -4.8% | -18.6% |
| 1Y | -37.3% | +10.4% | -47.7% | -44.0% |
| 3Y | +281.9% | +72.0% | +209.9% | +144.6% |
| All | +269.3% | -49.1% | +318.3% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling