+243.9%
APLD vs AEM
+221.5%
+22.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +3.2% |
| 7D | -6.3% | +13.9% | -20.2% | -15.3% |
| 30D | -29.6% | +0.8% | -30.3% | -30.7% |
| 3M | -42.6% | +5.8% | -48.4% | -45.4% |
| 6M | -59.6% | -1.0% | -58.6% | -60.0% |
| YTD | -32.0% | +13.1% | -45.0% | -38.5% |
| 1Y | -46.9% | +14.4% | -61.4% | -52.5% |
| 3Y | +255.7% | +325.7% | -70.1% | +31.8% |
| All | +243.9% | +221.5% | +22.4% | +152.7% |
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