+192.2%
APLD vs ADP
+46.7%
+145.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +1.2% | -15.9% | -15.1% |
| 7D | -27.0% | +7.4% | -34.4% | -29.0% |
| 30D | -44.1% | +17.1% | -61.1% | -47.9% |
| 3M | -52.6% | +14.4% | -67.0% | -55.7% |
| 6M | -64.5% | +47.9% | -112.4% | -72.7% |
| YTD | -42.2% | +22.1% | -64.3% | -48.5% |
| 1Y | -57.2% | +21.8% | -78.9% | -62.1% |
| 3Y | +159.5% | +50.5% | +109.0% | +67.7% |
| All | +192.2% | +46.7% | +145.4% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling