+229.3%
APLD vs ALL
+110.1%
+119.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.1% | -5.8% |
| 7D | +2.7% | +5.0% | -2.3% | +2.3% |
| 30D | -21.4% | +13.3% | -34.8% | -22.6% |
| 3M | -47.8% | +3.2% | -51.0% | -48.1% |
| 6M | -64.9% | +25.3% | -90.2% | -67.2% |
| YTD | -34.9% | +30.5% | -65.3% | -40.8% |
| 1Y | -30.7% | +29.2% | -59.9% | -37.1% |
| 3Y | +305.3% | +119.1% | +186.2% | +143.5% |
| All | +229.3% | +110.1% | +119.2% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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