+192.2%
APLD vs ALM
+382.0%
-189.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.6% | -5.1% | -12.2% |
| 7D | -27.0% | -14.5% | -12.5% | -23.8% |
| 30D | -44.1% | -39.0% | -5.0% | -36.5% |
| 3M | -52.6% | -40.3% | -12.3% | -46.2% |
| 6M | -64.5% | -60.3% | -4.2% | -56.0% |
| YTD | -42.2% | -9.8% | -32.4% | -39.2% |
| 1Y | -57.2% | +30.8% | -87.9% | -58.2% |
| 3Y | +159.5% | +772.4% | -612.9% | +58.1% |
| All | +192.2% | +382.0% | -189.9% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling