+443.7%
APLD vs AGG
+7.9%
+435.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | -0.2% | +4.2% | +4.5% |
| 30D | -11.7% | -0.4% | -11.3% | -10.8% |
| 3M | -40.3% | -0.7% | -39.6% | -39.0% |
| 6M | -8.0% | -1.5% | -6.4% | -3.8% |
| YTD | +7.5% | -0.3% | +7.8% | +9.5% |
| 1Y | +84.0% | +1.3% | +82.7% | +81.2% |
| 3Y | +356.2% | +13.2% | +343.0% | +252.2% |
| All | +443.7% | +7.9% | +435.8% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling