+243.9%
APLD vs ACM
-1.2%
+245.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.8% |
| 7D | -6.3% | +6.6% | -13.0% | -11.8% |
| 30D | -29.6% | +19.8% | -49.3% | -41.2% |
| 3M | -42.6% | -3.1% | -39.5% | -42.9% |
| 6M | -59.6% | -11.5% | -48.1% | -56.8% |
| YTD | -32.0% | -24.7% | -7.3% | -14.7% |
| 1Y | -46.9% | -45.1% | -1.9% | +1.9% |
| 3Y | +255.7% | -8.9% | +264.5% | +196.7% |
| All | +243.9% | -1.2% | +245.1% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling