+330.2%
APLD vs AFL
+66.2%
+264.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.5% |
| 7D | +19.6% | +0.2% | +19.4% | +19.7% |
| 30D | -24.5% | +8.6% | -33.1% | -23.2% |
| 3M | -45.6% | +5.3% | -50.9% | -44.8% |
| 6M | -61.4% | +10.0% | -71.4% | -60.9% |
| YTD | -30.9% | +16.5% | -47.4% | -30.5% |
| 1Y | -35.8% | +12.7% | -48.5% | -35.0% |
| All | +330.2% | +66.2% | +264.0% | +337.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling