+244.7%
APLD vs AEM
+239.0%
+5.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.8% | +2.7% | +4.3% |
| 7D | +3.1% | +17.8% | -14.8% | -8.9% |
| 30D | -29.4% | +6.2% | -35.6% | -32.8% |
| 3M | -42.8% | +12.5% | -55.3% | -47.7% |
| 6M | -59.5% | +4.4% | -63.9% | -61.2% |
| YTD | -31.8% | +19.2% | -51.0% | -40.4% |
| 1Y | -46.0% | +25.5% | -71.5% | -54.5% |
| 3Y | +252.0% | +346.4% | -94.4% | +26.5% |
| All | +244.7% | +239.0% | +5.8% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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