+459.6%
APLD vs AFL
+96.4%
+363.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.0% |
| 7D | +9.0% | -2.1% | +11.1% | +10.0% |
| 30D | -6.6% | -5.4% | -1.2% | -4.2% |
| 3M | -35.2% | -0.3% | -35.0% | -36.2% |
| 6M | +0.4% | +5.2% | -4.8% | -5.0% |
| YTD | +10.7% | +5.7% | +5.0% | +2.8% |
| 1Y | +78.6% | +10.2% | +68.3% | +57.6% |
| 3Y | +423.9% | +63.4% | +360.5% | +181.3% |
| All | +459.6% | +96.4% | +363.2% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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