+220.6%
APLD vs ALC
-2.4%
+223.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.8% | +11.1% |
| 7D | -12.7% | +4.9% | -17.6% | -16.2% |
| 30D | -34.7% | +19.0% | -53.6% | -43.1% |
| 3M | -46.1% | +7.8% | -53.9% | -50.1% |
| 6M | -64.9% | +14.6% | -79.4% | -69.6% |
| YTD | -36.6% | -4.4% | -32.1% | -37.7% |
| 1Y | -50.0% | +1.4% | -51.4% | -54.3% |
| 3Y | +190.1% | +2.5% | +187.6% | +111.9% |
| All | +220.6% | -2.4% | +223.0% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling