+255.7%
APLD vs AG
+227.5%
+28.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.6% | +2.4% |
| 7D | -6.3% | +6.0% | -12.3% | -9.0% |
| 30D | -29.6% | -13.5% | -16.0% | -24.7% |
| 3M | -42.6% | -20.7% | -21.9% | -36.3% |
| 6M | -59.6% | -31.5% | -28.0% | -52.6% |
| YTD | -32.0% | -10.1% | -21.8% | -29.4% |
| 1Y | -46.9% | +26.0% | -73.0% | -51.6% |
| 3Y | +255.7% | +228.9% | +26.8% | +120.7% |
| All | +255.7% | +227.5% | +28.2% | +120.7% |
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