-37.3%
APLD vs ALM
+14.6%
-51.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.3% |
| 7D | +7.8% | -7.2% | +15.0% | +12.0% |
| 30D | -23.0% | -26.4% | +3.4% | -11.4% |
| 3M | -39.7% | -38.6% | -1.1% | -25.9% |
| 6M | -59.8% | -61.0% | +1.2% | -42.1% |
| YTD | -27.0% | -7.4% | -19.6% | -16.6% |
| 1Y | -37.3% | +14.0% | -51.3% | -33.1% |
| All | -37.3% | +14.6% | -51.9% | -33.1% |
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