+252.0%
APLD vs AFRM
+172.4%
+79.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +3.1% | -7.5% | +10.6% | +6.5% |
| 30D | -29.4% | -15.7% | -13.7% | -24.1% |
| 3M | -42.8% | -9.6% | -33.2% | -40.8% |
| 6M | -59.5% | +6.3% | -65.7% | -60.7% |
| YTD | -31.8% | -8.6% | -23.2% | -31.2% |
| 1Y | -46.0% | -7.6% | -38.4% | -45.7% |
| 3Y | +252.0% | +173.7% | +78.3% | +97.2% |
| All | +252.0% | +172.4% | +79.6% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling