+244.7%
APLD vs AA
-48.1%
+292.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.8% | +3.9% |
| 7D | +3.1% | +4.8% | -1.7% | +0.5% |
| 30D | -29.4% | -0.6% | -28.7% | -28.7% |
| 3M | -42.8% | -16.3% | -26.5% | -36.2% |
| 6M | -59.5% | -33.4% | -26.1% | -48.7% |
| YTD | -31.8% | -20.7% | -11.1% | -24.9% |
| 1Y | -46.0% | +12.9% | -59.0% | -52.4% |
| 3Y | +252.0% | +75.7% | +176.3% | +122.5% |
| All | +244.7% | -48.1% | +292.8% | +373.7% |
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