+220.6%
APLD vs ABCL
+36.6%
+184.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.7% | +3.0% | +7.3% |
| 7D | -12.7% | -3.2% | -9.5% | -11.2% |
| 30D | -34.7% | -7.4% | -27.3% | -32.2% |
| 3M | -46.1% | +81.9% | -128.0% | -57.2% |
| 6M | -64.9% | +135.7% | -200.6% | -75.6% |
| YTD | -36.6% | +247.4% | -284.0% | -62.2% |
| 1Y | -50.0% | +162.3% | -212.2% | -67.2% |
| 3Y | +190.1% | +165.5% | +24.6% | +76.0% |
| All | +220.6% | +36.6% | +184.1% | +125.8% |
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 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