+229.3%
APLD vs AFL
+118.5%
+110.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.2% |
| 7D | +2.7% | +2.9% | -0.2% | +1.5% |
| 30D | -21.4% | +8.0% | -29.4% | -24.4% |
| 3M | -47.8% | +5.9% | -53.8% | -49.6% |
| 6M | -64.9% | +11.6% | -76.5% | -67.6% |
| YTD | -34.9% | +17.5% | -52.4% | -42.8% |
| 1Y | -30.7% | +13.3% | -44.0% | -37.8% |
| 3Y | +305.3% | +67.0% | +238.3% | +129.8% |
| All | +229.3% | +118.5% | +110.8% | -1.9% |
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