+243.9%
APLD vs ALM
+393.6%
-149.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +1.6% |
| 7D | -6.3% | -6.3% | 0.0% | -4.5% |
| 30D | -29.6% | -31.4% | +1.9% | -22.4% |
| 3M | -42.6% | -40.6% | -2.0% | -34.8% |
| 6M | -59.6% | -58.6% | -0.9% | -50.4% |
| YTD | -32.0% | -7.6% | -24.4% | -28.9% |
| 1Y | -46.9% | +13.8% | -60.8% | -46.9% |
| 3Y | +255.7% | +842.1% | -586.5% | +113.0% |
| All | +243.9% | +393.6% | -149.6% | +220.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling