+443.7%
APLD vs AFRM
+95.4%
+348.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.8% |
| 7D | +4.1% | -7.0% | +11.0% | +6.8% |
| 30D | -11.7% | -7.8% | -3.9% | -9.5% |
| 3M | -40.3% | +5.3% | -45.6% | -41.7% |
| 6M | -8.0% | +42.6% | -50.6% | -20.1% |
| YTD | +7.5% | -2.8% | +10.3% | +6.5% |
| 1Y | +84.0% | -19.3% | +103.3% | +92.7% |
| 3Y | +356.2% | +231.0% | +125.3% | +155.4% |
| All | +443.7% | +95.4% | +348.3% | +145.7% |
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