+431.5%
APLD vs AGG
+6.9%
+424.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.4% | -3.5% |
| 7D | -0.5% | -0.9% | +0.4% | +1.8% |
| 30D | -13.2% | -1.0% | -12.2% | -11.0% |
| 3M | -33.8% | -1.3% | -32.5% | -31.4% |
| 6M | -5.9% | -2.1% | -3.8% | -0.2% |
| YTD | +5.1% | -1.2% | +6.4% | +9.6% |
| 1Y | +51.8% | -0.5% | +52.3% | +55.7% |
| 3Y | +397.7% | +12.4% | +385.3% | +291.0% |
| All | +431.5% | +6.9% | +424.7% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling