+243.9%
APLD vs ALL
+105.0%
+138.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.4% |
| 30D | -29.6% | +13.8% | -43.4% | -30.8% |
| 3M | -42.6% | -2.8% | -39.8% | -42.5% |
| 6M | -59.6% | +23.7% | -83.2% | -62.3% |
| YTD | -32.0% | +27.3% | -59.2% | -38.1% |
| 1Y | -46.9% | +30.5% | -77.5% | -52.7% |
| 3Y | +255.7% | +113.0% | +142.6% | +114.7% |
| All | +243.9% | +105.0% | +138.9% | +105.0% |
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