-46.5%
APLD vs ALC
+4.2%
-50.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.8% | -13.6% | -3.9% |
| 7D | -18.5% | +10.7% | -29.3% | -14.8% |
| 30D | -32.8% | +20.2% | -52.9% | -27.8% |
| 3M | -46.9% | +8.9% | -55.8% | -44.3% |
| 6M | -53.4% | +5.7% | -59.1% | -50.9% |
| YTD | -32.3% | -1.4% | -30.8% | -28.3% |
| 1Y | -46.5% | +4.7% | -51.2% | -39.8% |
| All | -46.5% | +4.2% | -50.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling