+276.7%
APLD vs ADVB
-88.3%
+365.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +4.1% | -3.8% | +7.8% | +4.1% |
| 30D | -11.7% | +17.6% | -29.3% | -11.8% |
| 3M | -40.3% | +119.1% | -159.4% | -41.8% |
| 6M | -8.0% | +103.4% | -111.3% | -9.9% |
| YTD | +7.5% | +59.8% | -52.3% | +5.4% |
| 1Y | +84.0% | +8.5% | +75.5% | +79.9% |
| All | +276.7% | -88.3% | +365.0% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling