-46.5%
APLD vs ABCL
+138.2%
-184.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.6% | -7.1% |
| 7D | -18.5% | -10.0% | -8.6% | -14.7% |
| 30D | -32.8% | -10.9% | -21.9% | -29.3% |
| 3M | -46.9% | +101.6% | -148.5% | -61.7% |
| 6M | -53.4% | +167.5% | -220.9% | -74.1% |
| YTD | -32.3% | +259.1% | -291.3% | -71.6% |
| 1Y | -46.5% | +152.2% | -198.7% | -72.8% |
| All | -46.5% | +138.2% | -184.7% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling