+373.4%
APLD vs ALC
-13.3%
+386.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.3% |
| 7D | +4.1% | -2.1% | +6.2% | +4.6% |
| 30D | -11.7% | -0.1% | -11.6% | -11.9% |
| 3M | -40.3% | +5.9% | -46.2% | -41.6% |
| 6M | -8.0% | -15.9% | +8.0% | -2.7% |
| YTD | +7.5% | -10.1% | +17.7% | +10.5% |
| 1Y | +84.0% | -10.2% | +94.2% | +87.5% |
| All | +373.4% | -13.3% | +386.7% | +359.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling