+420.9%
APLD vs AGG
+13.3%
+407.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.6% |
| 7D | +9.0% | -0.2% | +9.1% | +9.4% |
| 30D | -6.6% | -0.2% | -6.4% | -5.9% |
| 3M | -35.2% | -0.7% | -34.5% | -33.8% |
| 6M | +0.4% | -1.8% | +2.2% | +5.3% |
| YTD | +10.7% | -0.6% | +11.3% | +13.6% |
| 1Y | +78.6% | +0.4% | +78.2% | +80.1% |
| All | +420.9% | +13.3% | +407.6% | +291.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling