-37.3%
APLD vs AFRM
-11.9%
-25.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.8% |
| 7D | +7.8% | -10.3% | +18.1% | +14.7% |
| 30D | -23.0% | -13.7% | -9.2% | -16.4% |
| 3M | -39.7% | -11.6% | -28.1% | -36.2% |
| 6M | -59.8% | +2.1% | -61.9% | -61.0% |
| YTD | -27.0% | -8.9% | -18.1% | -26.2% |
| 1Y | -37.3% | -9.7% | -27.6% | -36.5% |
| All | -37.3% | -11.9% | -25.4% | -36.5% |
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