+190.1%
APLD vs APA
+24.2%
+165.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.1% | +9.3% |
| 7D | -12.7% | -15.5% | +2.8% | -10.3% |
| 30D | -34.7% | +2.4% | -37.1% | -35.0% |
| 3M | -46.1% | +22.8% | -68.9% | -48.4% |
| 6M | -64.9% | +17.9% | -82.8% | -66.4% |
| YTD | -36.6% | +87.7% | -124.3% | -51.1% |
| 1Y | -50.0% | +94.2% | -144.2% | -62.1% |
| 3Y | +190.1% | +27.2% | +162.9% | +170.3% |
| All | +190.1% | +24.2% | +165.9% | +170.3% |
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 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