+249.5%
APLD vs ALLY
+5.5%
+244.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +19.6% | -2.1% | +21.8% | +21.3% |
| 30D | -24.5% | +2.0% | -26.5% | -25.7% |
| 3M | -45.6% | -13.3% | -32.3% | -40.5% |
| 6M | -61.4% | -9.9% | -51.6% | -58.6% |
| YTD | -30.9% | -13.5% | -17.3% | -24.2% |
| 1Y | -35.8% | -2.8% | -33.0% | -34.5% |
| 3Y | +261.4% | +63.4% | +198.0% | +164.1% |
| All | +249.5% | +5.5% | +244.0% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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