+102.4%
APLD vs ADVB
-97.6%
+200.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.5% | -5.2% | -14.4% |
| 7D | -27.0% | -28.0% | +1.0% | -26.5% |
| 30D | -44.1% | -70.2% | +26.1% | -43.4% |
| 3M | -52.6% | -76.1% | +23.5% | -52.0% |
| 6M | -64.5% | -72.3% | +7.8% | -64.5% |
| YTD | -42.2% | -67.5% | +25.3% | -42.6% |
| 1Y | -57.2% | -78.6% | +21.4% | -57.7% |
| All | +102.4% | -97.6% | +200.1% | +148.9% |
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