+190.1%
APLD vs ADP
+48.5%
+141.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.2% | +11.0% | +9.2% |
| 7D | -12.7% | +3.2% | -16.0% | -11.4% |
| 30D | -34.7% | +14.9% | -49.6% | -31.3% |
| 3M | -46.1% | +11.6% | -57.7% | -43.6% |
| 6M | -64.9% | +48.5% | -113.3% | -62.6% |
| YTD | -36.6% | +20.6% | -57.2% | -27.1% |
| 1Y | -50.0% | +23.7% | -73.7% | -43.8% |
| 3Y | +190.1% | +47.8% | +142.3% | +155.4% |
| All | +190.1% | +48.5% | +141.6% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling