+229.3%
APLD vs AGI
+230.8%
-1.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.5% |
| 7D | +2.7% | -10.1% | +12.8% | +8.4% |
| 30D | -21.4% | -6.5% | -14.9% | -19.5% |
| 3M | -47.8% | -12.8% | -35.0% | -44.3% |
| 6M | -64.9% | -34.3% | -30.6% | -57.0% |
| YTD | -34.9% | -25.6% | -9.3% | -26.3% |
| 1Y | -30.7% | -14.2% | -16.5% | -27.0% |
| 3Y | +305.3% | +127.3% | +178.1% | +146.9% |
| All | +229.3% | +230.8% | -1.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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