+431.5%
APLD vs AFL
+96.0%
+335.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | -0.5% | -3.3% | +2.8% | +1.1% |
| 30D | -13.2% | -5.0% | -8.2% | -11.2% |
| 3M | -33.8% | -1.8% | -32.0% | -34.1% |
| 6M | -5.9% | +4.8% | -10.8% | -10.8% |
| YTD | +5.1% | +5.4% | -0.3% | -2.3% |
| 1Y | +51.8% | +9.0% | +42.8% | +35.1% |
| 3Y | +397.7% | +63.0% | +334.6% | +167.5% |
| All | +431.5% | +96.0% | +335.6% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling