+243.9%
APLD vs ALK
-26.3%
+270.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -6.3% | +12.9% | -19.3% | -14.8% |
| 30D | -29.6% | +5.5% | -35.1% | -33.6% |
| 3M | -42.6% | -12.1% | -30.5% | -37.9% |
| 6M | -59.6% | +1.7% | -61.3% | -61.3% |
| YTD | -32.0% | -17.4% | -14.6% | -23.3% |
| 1Y | -46.9% | -1.9% | -45.0% | -47.4% |
| 3Y | +255.7% | +21.2% | +234.4% | +128.2% |
| All | +243.9% | -26.3% | +270.2% | +286.0% |
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