+192.2%
APLD vs ALB
-49.6%
+241.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +3.6% | -18.3% | -16.4% |
| 7D | -27.0% | +5.5% | -32.5% | -29.3% |
| 30D | -44.1% | -7.5% | -36.6% | -42.1% |
| 3M | -52.6% | -16.9% | -35.6% | -49.0% |
| 6M | -64.5% | -49.2% | -15.3% | -51.3% |
| YTD | -42.2% | -29.9% | -12.3% | -34.1% |
| 1Y | -57.2% | +8.2% | -65.4% | -61.4% |
| 3Y | +159.5% | -19.4% | +178.9% | +135.2% |
| All | +192.2% | -49.6% | +241.8% | +209.2% |
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