-46.5%
APLD vs AFRM
+8.5%
-55.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.0% | -11.8% | -9.3% |
| 7D | -18.5% | +3.1% | -21.6% | -20.1% |
| 30D | -32.8% | +1.1% | -33.9% | -33.3% |
| 3M | -46.9% | -3.2% | -43.6% | -46.6% |
| 6M | -53.4% | +12.7% | -66.1% | -57.2% |
| YTD | -32.3% | +1.6% | -33.8% | -36.5% |
| 1Y | -46.5% | +5.9% | -52.4% | -51.4% |
| All | -46.5% | +8.5% | -55.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling