+164.4%
APLD vs ABCL
+139.9%
+24.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.4% | -5.3% | -11.0% |
| 7D | -27.0% | -14.9% | -12.1% | -21.8% |
| 30D | -44.1% | -15.4% | -28.7% | -39.8% |
| 3M | -52.6% | +88.0% | -140.6% | -63.7% |
| 6M | -64.5% | +138.8% | -203.3% | -76.4% |
| YTD | -42.2% | +225.4% | -267.6% | -66.8% |
| 1Y | -57.2% | +137.3% | -194.5% | -72.4% |
| All | +164.4% | +139.9% | +24.5% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling