+220.6%
APLD vs ACM
-6.6%
+227.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | -12.7% | +5.4% | -18.1% | -17.3% |
| 30D | -34.7% | +15.1% | -49.8% | -43.4% |
| 3M | -46.1% | -10.5% | -35.7% | -42.1% |
| 6M | -64.9% | -19.7% | -45.2% | -58.2% |
| YTD | -36.6% | -28.8% | -7.8% | -16.1% |
| 1Y | -50.0% | -47.9% | -2.1% | +0.8% |
| 3Y | +190.1% | -12.4% | +202.5% | +146.7% |
| All | +220.6% | -6.6% | +227.2% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling