+243.9%
APLD vs ABCL
+43.2%
+200.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -6.3% | +2.3% | -8.6% | -6.7% |
| 30D | -29.6% | -0.7% | -28.9% | -28.6% |
| 3M | -42.6% | +33.4% | -76.0% | -48.0% |
| 6M | -59.6% | +137.8% | -197.3% | -72.0% |
| YTD | -32.0% | +264.3% | -296.3% | -60.1% |
| 1Y | -46.9% | +209.2% | -256.1% | -66.9% |
| 3Y | +255.7% | +208.4% | +47.2% | +106.1% |
| All | +243.9% | +43.2% | +200.7% | +138.2% |
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