+443.7%
APLD vs AG
+53.3%
+390.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +2.6% |
| 7D | +4.1% | +1.0% | +3.1% | +3.6% |
| 30D | -11.7% | +19.2% | -30.9% | -18.1% |
| 3M | -40.3% | +6.2% | -46.4% | -42.1% |
| 6M | -8.0% | -26.7% | +18.7% | +2.4% |
| YTD | +7.5% | +26.1% | -18.6% | -4.1% |
| 1Y | +84.0% | +131.7% | -47.6% | +29.1% |
| 3Y | +356.2% | +255.3% | +100.9% | +152.7% |
| All | +443.7% | +53.3% | +390.4% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling