+243.9%
APLD vs ALC
-3.5%
+247.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.7% |
| 7D | -6.3% | +2.3% | -8.7% | -8.3% |
| 30D | -29.6% | +15.5% | -45.1% | -37.3% |
| 3M | -42.6% | +0.6% | -43.2% | -44.0% |
| 6M | -59.6% | +18.4% | -77.9% | -66.0% |
| YTD | -32.0% | -5.6% | -26.4% | -32.7% |
| 1Y | -46.9% | 0.0% | -47.0% | -51.1% |
| 3Y | +255.7% | +2.8% | +252.8% | +155.3% |
| All | +243.9% | -3.5% | +247.4% | +204.6% |
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