+243.9%
APLD vs AIG
+46.7%
+197.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -1.5% |
| 7D | -6.3% | +2.2% | -8.6% | -7.2% |
| 30D | -29.6% | +6.9% | -36.4% | -31.8% |
| 3M | -42.6% | +6.8% | -49.4% | -44.5% |
| 6M | -59.6% | +9.2% | -68.8% | -61.8% |
| YTD | -32.0% | -1.9% | -30.1% | -32.5% |
| 1Y | -46.9% | +9.7% | -56.6% | -51.6% |
| 3Y | +255.7% | +37.9% | +217.7% | +143.2% |
| All | +243.9% | +46.7% | +197.2% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling