-64.9%
APLD vs ALC
+13.4%
-78.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.8% | +8.2% |
| 7D | -12.7% | +4.9% | -17.6% | -9.2% |
| 30D | -34.7% | +19.0% | -53.6% | -27.2% |
| 3M | -46.1% | +7.8% | -53.9% | -42.6% |
| 6M | -64.9% | +14.6% | -79.4% | -61.5% |
| All | -64.9% | +13.4% | -78.3% | -61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling