+243.9%
APLD vs ADM
-17.1%
+261.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -6.3% | -1.8% | -4.5% | -6.0% |
| 30D | -29.6% | -13.3% | -16.3% | -27.5% |
| 3M | -42.6% | -13.4% | -29.2% | -41.2% |
| 6M | -59.6% | -9.6% | -50.0% | -59.1% |
| YTD | -32.0% | +23.0% | -55.0% | -36.3% |
| 1Y | -46.9% | +27.4% | -74.3% | -51.0% |
| 3Y | +255.7% | +5.7% | +250.0% | +242.9% |
| All | +243.9% | -17.1% | +261.0% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling