+192.2%
APLD vs ALK
-31.3%
+223.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.2% | -11.4% | -12.3% |
| 7D | -27.0% | +7.1% | -34.1% | -31.8% |
| 30D | -44.1% | -3.0% | -41.1% | -43.9% |
| 3M | -52.6% | -25.6% | -26.9% | -41.9% |
| 6M | -64.5% | +0.5% | -65.0% | -65.7% |
| YTD | -42.2% | -23.1% | -19.1% | -31.4% |
| 1Y | -57.2% | -7.5% | -49.6% | -55.7% |
| 3Y | +159.5% | +15.3% | +144.2% | +71.0% |
| All | +192.2% | -31.3% | +223.5% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling