+220.6%
APLD vs ALB
-49.2%
+269.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.3% |
| 7D | -12.7% | +9.1% | -21.8% | -16.8% |
| 30D | -34.7% | -3.4% | -31.3% | -33.8% |
| 3M | -46.1% | -20.6% | -25.5% | -40.6% |
| 6M | -64.9% | -48.2% | -16.7% | -52.2% |
| YTD | -36.6% | -29.2% | -7.3% | -28.0% |
| 1Y | -50.0% | +10.0% | -60.0% | -55.3% |
| 3Y | +190.1% | -12.9% | +203.0% | +148.1% |
| All | +220.6% | -49.2% | +269.8% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling