+354.6%
APLD vs APA
+40.8%
+313.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +6.8% |
| 7D | +7.8% | +5.1% | +2.8% | +7.1% |
| 30D | -23.0% | +0.3% | -23.3% | -23.0% |
| 3M | -39.7% | +15.6% | -55.3% | -41.4% |
| 6M | -59.8% | +28.9% | -88.7% | -62.3% |
| YTD | -27.0% | +96.6% | -123.5% | -43.7% |
| 1Y | -37.3% | +95.5% | -132.8% | -51.7% |
| All | +354.6% | +40.8% | +313.7% | +288.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling