+244.7%
APLD vs ALL
+99.2%
+145.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.6% |
| 7D | +3.1% | -3.9% | +6.9% | +3.3% |
| 30D | -29.4% | +10.6% | -40.0% | -30.5% |
| 3M | -42.8% | -4.6% | -38.2% | -42.6% |
| 6M | -59.5% | +20.2% | -79.7% | -62.1% |
| YTD | -31.8% | +23.7% | -55.5% | -37.8% |
| 1Y | -46.0% | +27.9% | -73.9% | -52.0% |
| 3Y | +252.0% | +109.2% | +142.8% | +111.2% |
| All | +244.7% | +99.2% | +145.5% | +105.9% |
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