+192.2%
APLD vs ACM
-6.6%
+198.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.2% | -12.5% | -12.6% |
| 7D | -27.0% | +5.1% | -32.1% | -30.6% |
| 30D | -44.1% | +11.5% | -55.6% | -49.9% |
| 3M | -52.6% | -10.5% | -42.1% | -49.0% |
| 6M | -64.5% | -20.4% | -44.1% | -57.4% |
| YTD | -42.2% | -28.9% | -13.4% | -23.5% |
| 1Y | -57.2% | -48.7% | -8.5% | -11.5% |
| 3Y | +159.5% | -12.5% | +172.0% | +121.3% |
| All | +192.2% | -6.6% | +198.8% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling