+305.3%
APLD vs AG
+195.3%
+110.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -4.7% |
| 7D | +2.7% | -10.0% | +12.7% | +7.7% |
| 30D | -21.4% | -10.5% | -10.9% | -17.3% |
| 3M | -47.8% | -27.3% | -20.6% | -39.8% |
| 6M | -64.9% | -43.0% | -21.9% | -55.6% |
| YTD | -34.9% | -17.9% | -17.0% | -29.5% |
| 1Y | -30.7% | +11.9% | -42.7% | -33.4% |
| 3Y | +305.3% | +201.8% | +103.5% | +169.7% |
| All | +305.3% | +195.3% | +110.0% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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