+252.0%
APLD vs ALLY
+61.3%
+190.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +6.8% |
| 7D | +3.1% | -0.2% | +3.3% | +2.9% |
| 30D | -29.4% | +3.4% | -32.8% | -31.4% |
| 3M | -42.8% | -11.1% | -31.7% | -38.0% |
| 6M | -59.5% | -11.5% | -48.0% | -55.8% |
| YTD | -31.8% | -12.3% | -19.5% | -25.4% |
| 1Y | -46.0% | +1.1% | -47.1% | -46.6% |
| 3Y | +252.0% | +64.8% | +187.2% | +125.1% |
| All | +252.0% | +61.3% | +190.7% | +125.1% |
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