+252.0%
APLD vs ACM
-7.9%
+259.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.2% | +2.3% | +4.3% |
| 7D | +3.1% | +6.9% | -3.8% | -0.8% |
| 30D | -29.4% | +19.1% | -48.5% | -36.7% |
| 3M | -42.8% | -6.9% | -35.8% | -40.6% |
| 6M | -59.5% | -12.0% | -47.4% | -56.5% |
| YTD | -31.8% | -25.1% | -6.7% | -17.3% |
| 1Y | -46.0% | -45.4% | -0.6% | -8.8% |
| 3Y | +252.0% | -6.9% | +258.9% | +236.6% |
| All | +252.0% | -7.9% | +259.9% | +236.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling