+252.0%
APLD vs AIG
+35.3%
+216.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +8.2% |
| 7D | +3.1% | -3.4% | +6.4% | +2.2% |
| 30D | -29.4% | +3.4% | -32.8% | -28.7% |
| 3M | -42.8% | +1.7% | -44.5% | -42.4% |
| 6M | -59.5% | +5.7% | -65.1% | -58.7% |
| YTD | -31.8% | -5.1% | -26.7% | -30.8% |
| 1Y | -46.0% | +6.1% | -52.1% | -45.2% |
| 3Y | +252.0% | +35.5% | +216.5% | +309.2% |
| All | +252.0% | +35.3% | +216.7% | +309.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling