+443.7%
APLD vs ACM
-7.3%
+451.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.2% |
| 7D | +4.1% | -3.7% | +7.8% | +8.1% |
| 30D | -11.7% | -11.1% | -0.6% | -3.5% |
| 3M | -40.3% | -8.0% | -32.3% | -37.9% |
| 6M | -8.0% | -29.7% | +21.7% | +30.5% |
| YTD | +7.5% | -29.4% | +36.9% | +44.7% |
| 1Y | +84.0% | -46.4% | +130.4% | +253.8% |
| 3Y | +356.2% | -22.3% | +378.6% | +388.3% |
| All | +443.7% | -7.3% | +451.0% | +208.9% |
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