+164.4%
APLD vs ALLY
+57.0%
+107.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.3% | -13.3% | -13.7% |
| 7D | -27.0% | -1.1% | -25.9% | -26.6% |
| 30D | -44.1% | +4.2% | -48.3% | -45.9% |
| 3M | -52.6% | -12.4% | -40.2% | -48.0% |
| 6M | -64.5% | -8.7% | -55.8% | -62.0% |
| YTD | -42.2% | -11.6% | -30.6% | -37.0% |
| 1Y | -57.2% | +0.2% | -57.3% | -57.3% |
| All | +164.4% | +57.0% | +107.3% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling