+443.7%
APLD vs AFL
+100.7%
+343.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.3% |
| 7D | +4.1% | +0.6% | +3.5% | +3.8% |
| 30D | -11.7% | -6.2% | -5.5% | -9.0% |
| 3M | -40.3% | +2.2% | -42.4% | -42.0% |
| 6M | -8.0% | +5.3% | -13.2% | -12.7% |
| YTD | +7.5% | +8.0% | -0.4% | -1.1% |
| 1Y | +84.0% | +10.2% | +73.8% | +63.8% |
| 3Y | +356.2% | +67.1% | +289.2% | +142.2% |
| All | +443.7% | +100.7% | +343.1% | +69.4% |
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