+244.7%
APLD vs ABCL
+43.7%
+201.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.2% | +2.3% | +5.6% |
| 7D | +3.1% | +12.4% | -9.3% | -0.6% |
| 30D | -29.4% | -0.4% | -29.0% | -28.5% |
| 3M | -42.8% | +80.4% | -123.2% | -54.3% |
| 6M | -59.5% | +138.5% | -198.0% | -71.9% |
| YTD | -31.8% | +265.5% | -297.3% | -60.0% |
| 1Y | -46.0% | +219.7% | -265.7% | -66.7% |
| 3Y | +252.0% | +209.4% | +42.6% | +103.8% |
| All | +244.7% | +43.7% | +201.1% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling