+443.7%
APLD vs ALB
-35.5%
+479.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +3.9% |
| 7D | +4.1% | -8.1% | +12.1% | +8.1% |
| 30D | -11.7% | +6.3% | -18.0% | -15.6% |
| 3M | -40.3% | -23.6% | -16.7% | -32.7% |
| 6M | -8.0% | -24.6% | +16.7% | +2.7% |
| YTD | +7.5% | -10.3% | +17.8% | +9.1% |
| 1Y | +84.0% | +61.5% | +22.6% | +32.1% |
| 3Y | +356.2% | -34.0% | +390.2% | +427.2% |
| All | +443.7% | -35.5% | +479.2% | +411.7% |
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