-46.5%
APLD vs ACM
-46.6%
0.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.7% | -7.0% |
| 7D | -18.5% | +9.5% | -28.1% | -19.3% |
| 30D | -32.8% | +14.7% | -47.5% | -33.8% |
| 3M | -46.9% | -9.5% | -37.4% | -45.3% |
| 6M | -53.4% | -18.0% | -35.3% | -49.7% |
| YTD | -32.3% | -27.3% | -5.0% | -23.8% |
| 1Y | -46.5% | -47.0% | +0.5% | -36.5% |
| All | -46.5% | -46.6% | 0.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling