+192.2%
APLD vs AFRM
+88.2%
+104.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.8% | -6.8% | -11.7% |
| 7D | -27.0% | -6.9% | -20.1% | -24.9% |
| 30D | -44.1% | -7.0% | -37.1% | -42.4% |
| 3M | -52.6% | -11.2% | -41.3% | -50.7% |
| 6M | -64.5% | +4.3% | -68.7% | -65.3% |
| YTD | -42.2% | -6.4% | -35.8% | -42.0% |
| 1Y | -57.2% | -2.6% | -54.6% | -57.7% |
| 3Y | +159.5% | +210.6% | -51.0% | +50.5% |
| All | +192.2% | +88.2% | +104.0% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling