+220.6%
APLD vs AIG
+38.6%
+182.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.9% | +13.7% | +11.2% |
| 7D | -12.7% | -5.1% | -7.6% | -11.3% |
| 30D | -34.7% | +2.8% | -37.5% | -35.9% |
| 3M | -46.1% | -2.1% | -44.0% | -46.2% |
| 6M | -64.9% | +1.4% | -66.3% | -65.8% |
| YTD | -36.6% | -7.4% | -29.2% | -35.8% |
| 1Y | -50.0% | +4.4% | -54.4% | -53.6% |
| 3Y | +190.1% | +30.0% | +160.1% | +103.0% |
| All | +220.6% | +38.6% | +182.1% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling