+269.3%
APLD vs ADP
+46.4%
+222.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +7.8% | +0.9% | +6.9% | +7.4% |
| 30D | -23.0% | +11.9% | -34.9% | -26.9% |
| 3M | -39.7% | +13.7% | -53.4% | -43.5% |
| 6M | -59.8% | +46.8% | -106.6% | -68.9% |
| YTD | -27.0% | +21.8% | -48.7% | -34.9% |
| 1Y | -37.3% | +23.5% | -60.8% | -45.5% |
| 3Y | +281.9% | +44.1% | +237.8% | +161.4% |
| All | +269.3% | +46.4% | +222.9% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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