-46.5%
APLD vs ALM
+44.8%
-91.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.2% |
| 7D | -18.5% | -6.4% | -12.1% | -16.1% |
| 30D | -32.8% | -35.0% | +2.2% | -19.3% |
| 3M | -46.9% | -33.8% | -13.1% | -37.5% |
| 6M | -53.4% | -55.0% | +1.6% | -37.3% |
| YTD | -32.3% | -0.2% | -32.0% | -23.8% |
| 1Y | -46.5% | +41.8% | -88.3% | -46.9% |
| All | -46.5% | +44.8% | -91.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling