+269.3%
APLD vs ALM
+394.8%
-125.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.3% |
| 7D | +7.8% | -7.2% | +15.0% | +10.2% |
| 30D | -23.0% | -26.4% | +3.4% | -16.5% |
| 3M | -39.7% | -38.6% | -1.1% | -32.0% |
| 6M | -59.8% | -61.0% | +1.2% | -50.2% |
| YTD | -27.0% | -7.4% | -19.6% | -23.7% |
| 1Y | -37.3% | +14.0% | -51.3% | -37.3% |
| 3Y | +281.9% | +844.4% | -562.6% | +128.5% |
| All | +269.3% | +394.8% | -125.5% | +243.4% |
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