+243.9%
APLD vs APA
+22.4%
+221.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -6.3% | -5.5% | -0.8% | -4.2% |
| 30D | -29.6% | -1.2% | -28.4% | -29.5% |
| 3M | -42.6% | +10.6% | -53.2% | -45.4% |
| 6M | -59.6% | +28.4% | -88.0% | -64.8% |
| YTD | -32.0% | +89.7% | -121.7% | -53.8% |
| 1Y | -46.9% | +90.6% | -137.5% | -64.2% |
| 3Y | +255.7% | +36.9% | +218.8% | +172.9% |
| All | +243.9% | +22.4% | +221.5% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling