+220.6%
APLD vs AG
+10.8%
+209.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.8% | +7.9% | +9.0% |
| 7D | -12.7% | +6.3% | -19.0% | -15.3% |
| 30D | -34.7% | -8.9% | -25.7% | -31.9% |
| 3M | -46.1% | -12.2% | -33.9% | -43.0% |
| 6M | -64.9% | -28.3% | -36.5% | -59.8% |
| YTD | -36.6% | -8.8% | -27.8% | -34.9% |
| 1Y | -50.0% | +39.4% | -89.3% | -56.4% |
| 3Y | +190.1% | +229.4% | -39.3% | +70.0% |
| All | +220.6% | +10.8% | +209.8% | +360.3% |
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