+164.4%
APLD vs ACGL
+35.5%
+128.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.1% | -14.6% | -14.7% |
| 7D | -27.0% | +6.4% | -33.4% | -24.8% |
| 30D | -44.1% | +16.6% | -60.7% | -40.1% |
| 3M | -52.6% | +11.6% | -64.1% | -49.9% |
| 6M | -64.5% | +17.5% | -81.9% | -61.6% |
| YTD | -42.2% | +15.3% | -57.5% | -37.8% |
| 1Y | -57.2% | +26.3% | -83.5% | -54.2% |
| All | +164.4% | +35.5% | +128.8% | +232.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling