+249.5%
APLD vs ABCL
+33.6%
+215.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -4.4% |
| 7D | +19.6% | +4.4% | +15.2% | +17.8% |
| 30D | -24.5% | -7.9% | -16.6% | -21.4% |
| 3M | -45.6% | +12.2% | -57.8% | -47.7% |
| 6M | -61.4% | +134.7% | -196.2% | -73.1% |
| YTD | -30.9% | +239.8% | -270.6% | -58.5% |
| 1Y | -35.8% | +192.7% | -228.5% | -59.2% |
| 3Y | +261.4% | +187.6% | +73.8% | +114.6% |
| All | +249.5% | +33.6% | +215.9% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling