+220.6%
APLD vs AFRM
+84.0%
+136.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.2% | +12.0% | +10.6% |
| 7D | -12.7% | -7.3% | -5.4% | -10.2% |
| 30D | -34.7% | -9.6% | -25.1% | -32.1% |
| 3M | -46.1% | -11.1% | -35.1% | -44.1% |
| 6M | -64.9% | +3.9% | -68.7% | -65.6% |
| YTD | -36.6% | -8.5% | -28.1% | -35.9% |
| 1Y | -50.0% | +3.3% | -53.2% | -51.6% |
| 3Y | +190.1% | +213.7% | -23.6% | +67.6% |
| All | +220.6% | +84.0% | +136.6% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling