+373.4%
APLD vs ALM
+2,063.1%
-1,689.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | +4.1% | -2.6% | +6.7% | +4.7% |
| 30D | -11.7% | +32.0% | -43.7% | -17.1% |
| 3M | -40.3% | -15.0% | -25.2% | -39.0% |
| 6M | -8.0% | -10.1% | +2.2% | -7.7% |
| YTD | +7.5% | +99.4% | -91.9% | -3.4% |
| 1Y | +84.0% | +316.4% | -232.3% | +50.2% |
| All | +373.4% | +2,063.1% | -1,689.7% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling