+269.3%
APLD vs AGI
+246.9%
+22.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.8% | +10.1% | +8.8% |
| 7D | +7.8% | 0.0% | +7.8% | +7.3% |
| 30D | -23.0% | -7.6% | -15.4% | -20.4% |
| 3M | -39.7% | -10.2% | -29.5% | -36.6% |
| 6M | -59.8% | -31.5% | -28.3% | -51.9% |
| YTD | -27.0% | -22.0% | -5.0% | -19.4% |
| 1Y | -37.3% | -7.9% | -29.4% | -36.4% |
| 3Y | +281.9% | +137.6% | +144.3% | +127.3% |
| All | +269.3% | +246.9% | +22.4% | +91.5% |
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