+244.7%
APLD vs AIG
+41.9%
+202.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +6.6% |
| 7D | +3.1% | -3.4% | +6.4% | +4.2% |
| 30D | -29.4% | +3.4% | -32.8% | -30.8% |
| 3M | -42.8% | +1.7% | -44.5% | -43.7% |
| 6M | -59.5% | +5.7% | -65.1% | -61.2% |
| YTD | -31.8% | -5.1% | -26.7% | -31.5% |
| 1Y | -46.0% | +6.1% | -52.1% | -50.1% |
| 3Y | +252.0% | +35.5% | +216.5% | +139.6% |
| All | +244.7% | +41.9% | +202.8% | +103.4% |
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