+220.6%
APLD vs ALM
+392.3%
-171.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.1% | +7.6% | +9.2% |
| 7D | -12.7% | -6.7% | -6.0% | -10.9% |
| 30D | -34.7% | -32.9% | -1.8% | -27.6% |
| 3M | -46.1% | -39.5% | -6.6% | -39.0% |
| 6M | -64.9% | -62.0% | -2.9% | -56.1% |
| YTD | -36.6% | -7.8% | -28.8% | -33.6% |
| 1Y | -50.0% | +26.7% | -76.6% | -50.9% |
| 3Y | +190.1% | +825.4% | -635.2% | +74.5% |
| All | +220.6% | +392.3% | -171.7% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling