+459.6%
APLD vs AIG
+32.8%
+426.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | +9.0% | -1.4% | +10.4% | +9.5% |
| 30D | -6.6% | -3.3% | -3.3% | -5.5% |
| 3M | -35.2% | +2.2% | -37.4% | -36.7% |
| 6M | +0.4% | -2.1% | +2.5% | -0.2% |
| YTD | +10.7% | -11.2% | +21.9% | +14.9% |
| 1Y | +78.6% | -2.1% | +80.7% | +69.6% |
| 3Y | +423.9% | +34.4% | +389.6% | +246.4% |
| All | +459.6% | +32.8% | +426.8% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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