+229.3%
APLD vs ADP
+48.1%
+181.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.4% | -6.0% |
| 7D | +2.7% | +2.2% | +0.5% | +2.0% |
| 30D | -21.4% | +10.6% | -32.0% | -24.9% |
| 3M | -47.8% | +12.9% | -60.8% | -50.9% |
| 6M | -64.9% | +50.6% | -115.5% | -73.2% |
| YTD | -34.9% | +23.2% | -58.1% | -42.2% |
| 1Y | -30.7% | +25.3% | -56.0% | -40.2% |
| 3Y | +305.3% | +47.1% | +258.2% | +172.3% |
| All | +229.3% | +48.1% | +181.2% | +63.0% |
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