+192.2%
APLD vs ACGL
+144.7%
+47.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.1% | -14.6% | -14.7% |
| 7D | -27.0% | +6.4% | -33.4% | -27.1% |
| 30D | -44.1% | +16.6% | -60.7% | -44.5% |
| 3M | -52.6% | +11.6% | -64.1% | -52.8% |
| 6M | -64.5% | +17.5% | -81.9% | -65.1% |
| YTD | -42.2% | +15.3% | -57.5% | -43.6% |
| 1Y | -57.2% | +26.3% | -83.5% | -59.6% |
| 3Y | +159.5% | +35.9% | +123.6% | +130.8% |
| All | +192.2% | +144.7% | +47.5% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling