+220.6%
APLD vs ADM
-16.3%
+236.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.7% | +10.4% | +9.9% |
| 7D | -12.7% | -9.0% | -3.7% | -11.0% |
| 30D | -34.7% | -14.0% | -20.7% | -32.7% |
| 3M | -46.1% | -9.2% | -37.0% | -45.5% |
| 6M | -64.9% | -9.2% | -55.7% | -64.4% |
| YTD | -36.6% | +24.2% | -60.8% | -40.8% |
| 1Y | -50.0% | +27.0% | -76.9% | -53.7% |
| 3Y | +190.1% | +6.6% | +183.5% | +179.4% |
| All | +220.6% | -16.3% | +236.9% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling