+269.3%
APLD vs AFRM
+83.3%
+186.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +6.3% |
| 7D | +7.8% | -10.3% | +18.1% | +12.6% |
| 30D | -23.0% | -13.7% | -9.2% | -18.4% |
| 3M | -39.7% | -11.6% | -28.1% | -37.2% |
| 6M | -59.8% | +2.1% | -61.9% | -60.4% |
| YTD | -27.0% | -8.9% | -18.1% | -26.0% |
| 1Y | -37.3% | -9.7% | -27.6% | -36.1% |
| 3Y | +281.9% | +202.5% | +79.4% | +125.3% |
| All | +269.3% | +83.3% | +186.0% | +70.8% |
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