+420.9%
APLD vs AJG
+10.0%
+411.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -4.8% |
| 7D | +9.0% | -7.4% | +16.3% | +7.0% |
| 30D | -6.6% | -3.0% | -3.6% | -7.2% |
| 3M | -35.2% | +12.8% | -48.1% | -34.7% |
| 6M | +0.4% | +12.8% | -12.4% | +1.7% |
| YTD | +10.7% | -4.7% | +15.4% | +14.5% |
| 1Y | +78.6% | -17.2% | +95.8% | +93.0% |
| All | +420.9% | +10.0% | +411.0% | +434.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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