+443.7%
APLD vs ABCL
+31.4%
+412.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +4.1% | +0.7% | +3.4% | +3.8% |
| 30D | -11.7% | +93.1% | -104.8% | -32.0% |
| 3M | -40.3% | +79.4% | -119.7% | -53.9% |
| 6M | -8.0% | +214.9% | -222.8% | -42.8% |
| YTD | +7.5% | +234.2% | -226.7% | -35.3% |
| 1Y | +84.0% | +174.8% | -90.7% | +17.9% |
| 3Y | +356.2% | +104.5% | +251.8% | +194.7% |
| All | +443.7% | +31.4% | +412.3% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling