+459.6%
APLD vs AEM
+241.9%
+217.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.4% |
| 7D | +9.0% | +3.0% | +5.9% | +6.7% |
| 30D | -6.6% | +12.5% | -19.1% | -14.2% |
| 3M | -35.2% | +26.9% | -62.2% | -45.5% |
| 6M | +0.4% | -9.4% | +9.9% | +5.9% |
| YTD | +10.7% | +20.3% | -9.6% | -3.4% |
| 1Y | +78.6% | +33.8% | +44.8% | +45.0% |
| 3Y | +423.9% | +349.8% | +74.1% | +86.7% |
| All | +459.6% | +241.9% | +217.6% | +297.1% |
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