+244.7%
APLD vs ALB
-49.2%
+294.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.7% | +7.6% |
| 7D | +3.1% | +9.5% | -6.4% | -2.0% |
| 30D | -29.4% | -2.1% | -27.3% | -28.9% |
| 3M | -42.8% | -24.1% | -18.6% | -35.4% |
| 6M | -59.5% | -51.0% | -8.5% | -43.3% |
| YTD | -31.8% | -29.3% | -2.5% | -22.5% |
| 1Y | -46.0% | +3.2% | -49.2% | -50.0% |
| 3Y | +252.0% | -9.3% | +261.3% | +191.2% |
| All | +244.7% | -49.2% | +294.0% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling