+354.6%
APLD vs AGG
+14.9%
+339.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.5% |
| 7D | +7.8% | -0.6% | +8.4% | +9.1% |
| 30D | -23.0% | +1.6% | -24.6% | -26.7% |
| 3M | -39.7% | -0.5% | -39.2% | -39.1% |
| 6M | -59.8% | -1.1% | -58.8% | -58.5% |
| YTD | -27.0% | -0.7% | -26.2% | -24.9% |
| 1Y | -37.3% | -0.7% | -36.6% | -35.6% |
| All | +354.6% | +14.9% | +339.7% | +258.6% |
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