+229.3%
APLD vs ALLY
+6.4%
+222.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -21.4% | +5.2% | -26.7% | -24.4% |
| 3M | -47.8% | -13.3% | -34.5% | -43.0% |
| 6M | -64.9% | -6.7% | -58.2% | -63.2% |
| YTD | -34.9% | -12.8% | -22.0% | -28.9% |
| 1Y | -30.7% | +0.7% | -31.4% | -31.1% |
| 3Y | +305.3% | +65.2% | +240.1% | +194.0% |
| All | +229.3% | +6.4% | +222.9% | +300.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling