+220.6%
APLD vs ACGL
+137.4%
+83.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.0% | +12.7% | +9.7% |
| 7D | -12.7% | +0.9% | -13.6% | -12.8% |
| 30D | -34.7% | +13.7% | -48.4% | -35.2% |
| 3M | -46.1% | +8.0% | -54.2% | -46.3% |
| 6M | -64.9% | +13.3% | -78.1% | -65.4% |
| YTD | -36.6% | +11.8% | -48.4% | -38.1% |
| 1Y | -50.0% | +22.2% | -72.2% | -52.8% |
| 3Y | +190.1% | +32.5% | +157.6% | +157.2% |
| All | +220.6% | +137.4% | +83.2% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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