+446.5%
APLD vs AFL
+64.2%
+382.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +7.3% |
| 7D | +16.6% | -0.7% | +17.3% | +16.5% |
| 30D | -3.1% | -7.1% | +4.0% | -3.3% |
| 3M | -30.9% | +0.4% | -31.3% | -31.3% |
| 6M | +12.6% | +4.5% | +8.1% | +11.0% |
| YTD | +15.5% | +6.1% | +9.4% | +12.9% |
| 1Y | +103.5% | +10.6% | +93.0% | +94.2% |
| 3Y | +446.5% | +64.0% | +382.5% | +282.2% |
| All | +446.5% | +64.2% | +382.3% | +282.2% |
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