+244.7%
APLD vs ALM
+432.1%
-187.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.1% | -0.5% | +5.4% |
| 7D | +3.1% | +0.7% | +2.3% | +3.2% |
| 30D | -29.4% | -26.1% | -3.3% | -23.6% |
| 3M | -42.8% | -38.1% | -4.7% | -35.6% |
| 6M | -59.5% | -55.4% | -4.1% | -51.2% |
| YTD | -31.8% | -0.4% | -31.4% | -30.0% |
| 1Y | -46.0% | +25.4% | -71.4% | -47.2% |
| 3Y | +252.0% | +907.8% | -655.8% | +107.2% |
| All | +244.7% | +432.1% | -187.3% | +214.9% |
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 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