+431.5%
APLD vs AJG
+41.7%
+389.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -5.0% |
| 7D | -0.5% | -8.5% | +8.0% | +0.6% |
| 30D | -13.2% | -3.8% | -9.4% | -12.9% |
| 3M | -33.8% | +10.8% | -44.6% | -36.9% |
| 6M | -5.9% | +15.6% | -21.5% | -12.1% |
| YTD | +5.1% | -5.1% | +10.3% | +6.2% |
| 1Y | +51.8% | -16.0% | +67.9% | +63.2% |
| 3Y | +397.7% | +9.7% | +387.9% | +314.6% |
| All | +431.5% | +41.7% | +389.9% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling