-46.9%
APLD vs AIG
+10.1%
-57.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | +2.8% |
| 7D | -6.3% | +2.2% | -8.6% | -4.5% |
| 30D | -29.6% | +6.9% | -36.4% | -25.0% |
| 3M | -42.6% | +6.8% | -49.4% | -38.9% |
| 6M | -59.6% | +9.2% | -68.8% | -55.3% |
| YTD | -32.0% | -1.9% | -30.1% | -33.8% |
| 1Y | -46.9% | +9.7% | -56.6% | -40.9% |
| All | -46.9% | +10.1% | -57.0% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling