+269.3%
APLD vs AFL
+117.6%
+151.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.2% |
| 7D | +7.8% | +1.4% | +6.4% | +7.0% |
| 30D | -23.0% | +9.7% | -32.6% | -26.5% |
| 3M | -39.7% | +5.5% | -45.2% | -41.6% |
| 6M | -59.8% | +11.2% | -71.0% | -62.8% |
| YTD | -27.0% | +17.1% | -44.0% | -35.7% |
| 1Y | -37.3% | +14.0% | -51.4% | -44.1% |
| 3Y | +281.9% | +66.3% | +215.6% | +117.1% |
| All | +269.3% | +117.6% | +151.7% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling