+483.7%
APLD vs AJG
+46.4%
+437.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.0% | +11.4% | +7.9% |
| 7D | +16.6% | -3.8% | +20.3% | +17.1% |
| 30D | -3.1% | +1.6% | -4.7% | -3.6% |
| 3M | -30.9% | +18.6% | -49.5% | -35.1% |
| 6M | +12.6% | +10.9% | +1.7% | +7.7% |
| YTD | +15.5% | -2.0% | +17.4% | +16.1% |
| 1Y | +103.5% | -14.9% | +118.5% | +120.5% |
| 3Y | +446.5% | +13.4% | +433.1% | +353.2% |
| All | +483.7% | +46.4% | +437.3% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling