+249.5%
APLD vs ALK
-30.7%
+280.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.8% | -0.5% | -1.8% |
| 7D | +19.6% | +0.9% | +18.7% | +18.9% |
| 30D | -24.5% | +3.3% | -27.7% | -27.8% |
| 3M | -45.6% | -17.6% | -28.0% | -38.2% |
| 6M | -61.4% | +0.8% | -62.2% | -62.7% |
| YTD | -30.9% | -22.4% | -8.5% | -18.4% |
| 1Y | -35.8% | -10.1% | -25.8% | -32.0% |
| 3Y | +261.4% | +14.0% | +247.4% | +142.7% |
| All | +249.5% | -30.7% | +280.2% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling