+305.3%
APLD vs ACM
-9.1%
+314.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -6.1% |
| 7D | +2.7% | +5.6% | -2.9% | -0.7% |
| 30D | -21.4% | +20.8% | -42.2% | -30.3% |
| 3M | -47.8% | +11.4% | -59.3% | -51.9% |
| 6M | -64.9% | +0.9% | -65.8% | -66.2% |
| YTD | -34.9% | -24.8% | -10.0% | -21.1% |
| 1Y | -30.7% | -46.4% | +15.7% | +21.2% |
| 3Y | +305.3% | -9.2% | +314.6% | +291.3% |
| All | +305.3% | -9.1% | +314.4% | +291.3% |
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