+373.4%
APLD vs ACM
-21.7%
+395.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.0% |
| 7D | +4.1% | -3.7% | +7.8% | +6.8% |
| 30D | -11.7% | -11.1% | -0.6% | -5.5% |
| 3M | -40.3% | -8.0% | -32.3% | -38.1% |
| 6M | -8.0% | -29.7% | +21.7% | +20.7% |
| YTD | +7.5% | -29.4% | +36.9% | +36.2% |
| 1Y | +84.0% | -46.4% | +130.4% | +208.4% |
| All | +373.4% | -21.7% | +395.1% | +420.2% |
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