+249.5%
APLD vs AG
+2.3%
+247.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.3% | -0.1% | -3.1% |
| 7D | +19.6% | -6.0% | +25.7% | +22.9% |
| 30D | -24.5% | -14.3% | -10.1% | -19.1% |
| 3M | -45.6% | -26.9% | -18.7% | -37.8% |
| 6M | -61.4% | -42.1% | -19.3% | -51.8% |
| YTD | -30.9% | -15.9% | -15.0% | -26.6% |
| 1Y | -35.8% | +11.5% | -47.3% | -38.9% |
| 3Y | +261.4% | +208.0% | +53.4% | +118.2% |
| All | +249.5% | +2.3% | +247.2% | +419.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling