+354.6%
APLD vs ADM
+8.2%
+346.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.0% | +7.4% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -23.0% | -11.8% | -11.2% | -23.1% |
| 3M | -39.7% | -11.3% | -28.4% | -39.8% |
| 6M | -59.8% | -10.0% | -49.8% | -59.9% |
| YTD | -27.0% | +25.9% | -52.9% | -26.6% |
| 1Y | -37.3% | +26.7% | -64.0% | -37.0% |
| All | +354.6% | +8.2% | +346.4% | +360.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling