+220.6%
APLD vs ALLE
+86.4%
+134.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.7% | +10.4% |
| 7D | -12.7% | -0.6% | -12.2% | -12.5% |
| 30D | -34.7% | +25.3% | -60.0% | -45.8% |
| 3M | -46.1% | +10.3% | -56.4% | -50.7% |
| 6M | -64.9% | +38.0% | -102.9% | -73.5% |
| YTD | -36.6% | +17.8% | -54.4% | -45.7% |
| 1Y | -50.0% | +13.6% | -63.6% | -56.1% |
| 3Y | +190.1% | +89.2% | +100.9% | +42.6% |
| All | +220.6% | +86.4% | +134.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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