+84.0%
APLD vs APA
+94.6%
-10.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +0.8% |
| 7D | +4.1% | +0.5% | +3.5% | +4.3% |
| 30D | -11.7% | +23.4% | -35.1% | -5.3% |
| 3M | -40.3% | +12.7% | -53.0% | -36.8% |
| 6M | -8.0% | +39.4% | -47.4% | -5.5% |
| YTD | +7.5% | +79.0% | -71.4% | +6.6% |
| 1Y | +84.0% | +88.8% | -4.8% | +86.3% |
| All | +84.0% | +94.6% | -10.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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