+122.1%
APLD vs ADVB
-97.5%
+219.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.2% | +5.5% | +9.6% |
| 7D | -12.7% | -13.9% | +1.2% | -12.4% |
| 30D | -34.7% | -68.1% | +33.4% | -33.9% |
| 3M | -46.1% | -73.4% | +27.3% | -45.6% |
| 6M | -64.9% | -70.8% | +5.9% | -65.0% |
| YTD | -36.6% | -66.1% | +29.5% | -37.1% |
| 1Y | -50.0% | -77.5% | +27.5% | -50.6% |
| All | +122.1% | -97.5% | +219.7% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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